Expand description
DataPoint implementations for each market-data class Station persists.
One file per class. Each implements crate::series::DataPoint with a
fixed-size little-endian record format. Symbol is NOT stored in the record
itself — it lives in the path (<kind>/<exchange>/<account>/<symbol>/...).
Re-exports§
pub use agg_trade::AggTradePoint;pub use footprint::FootprintPoint;pub use balance_update::BalanceUpdatePoint;pub use order_update::OrderUpdatePoint;pub use position_update::PositionUpdatePoint;pub use bar::BarPoint;pub use basis::BasisPoint;pub use block_trade::BlockTradePoint;pub use composite_index::CompositeIndexPoint;pub use funding_rate::FundingRatePoint;pub use funding_settlement::FundingSettlementPoint;pub use historical_volatility::HistoricalVolatilityPoint;pub use index_price::IndexPricePoint;pub use index_price_kline::IndexPriceKlinePoint;pub use insurance_fund::InsuranceFundPoint;pub use liquidation::LiquidationPoint;pub use long_short_ratio::LongShortRatioPoint;pub use mark_price::MarkPricePoint;pub use mark_price_kline::MarkPriceKlinePoint;pub use market_warning::MarketWarningPoint;pub use ob_delta::ObDeltaPoint;pub use ob_snapshot::ObSnapshotPoint;pub use open_interest::OpenInterestPoint;pub use option_greeks::OptionGreeksPoint;pub use orderbook_l3::OrderbookL3Point;pub use predicted_funding::PredictedFundingPoint;pub use premium_index_kline::PremiumIndexKlinePoint;pub use risk_limit::RiskLimitPoint;pub use settlement_event::SettlementEventPoint;pub use ticker::TickerPoint;pub use trade::TradePoint;pub use volatility_index::VolatilityIndexPoint;
Modules§
- agg_
trade - balance_
update - bar
- basis
- block_
trade - composite_
index - footprint
FootprintPoint— time-bucketed OHLCV bar with per-price buy/sell volume.- funding_
rate - funding_
settlement - historical_
volatility - index_
price - index_
price_ kline - insurance_
fund - liquidation
- long_
short_ ratio - mark_
price - mark_
price_ kline - market_
warning - ob_
delta - ob_
snapshot - open_
interest - option_
greeks - order_
update - orderbook_
l3 - position_
update - predicted_
funding - premium_
index_ kline - risk_
limit - settlement_
event - ticker
- trade
- volatility_
index