mylittleindicators 0.1.8

Multi-stream financial indicators library — 556 bar indicators + 21 event primitives across 35 categories. Consumes 27 stream kinds from digdigdig3 exchange connectors: OHLCV bars, ticks, orderbook (snapshot/delta/L3), funding/predicted funding/funding settlement, mark price, index price, open interest, liquidations, ticker, agg trades, long/short ratio, option greeks, volatility index, historical volatility, basis (derived), composite index, settlement events, block trades, insurance fund, risk limit, market warning, and three kline-family variants. Live-verified on 12 exchanges (89% pass-rate on a 150s BTC slice).
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
//! Window axis — how many bars the event looks at.

/// The bar window over which the event is evaluated.
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash)]
pub enum Window {
    /// Only the current bar (window = 1).
    CurrentBar,
    /// Last N bars.
    NBars(usize),
    /// Pivot window: L bars to the left, R bars to the right.
    PivotLR { l: usize, r: usize },
}