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 auction_event::AuctionEventPoint;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 liquidation_bucket::LiquidationBucketPoint;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 taker_volume::TakerVolumePoint;pub use ticker::TickerPoint;pub use ticker_ext::TickerIndicatorsPoint;pub use ticker_ext::TickerFullPoint;pub use trade::TradePoint;pub use volatility_index::VolatilityIndexPoint;pub use funding_rate_ext::FundingRateIndicatorsPoint;pub use funding_rate_ext::FundingRateFullPoint;pub use mark_price_ext::MarkPriceIndicatorsPoint;pub use mark_price_ext::MarkPriceFullPoint;pub use open_interest_ext::OpenInterestIndicatorsPoint;pub use liquidation_ext::LiquidationIndicatorsPoint;pub use liquidation_ext::LiquidationFullPoint;pub use index_price_ext::IndexPriceIndicatorsPoint;pub use ob_snapshot_ext::ObSnapshotIndicatorsPoint;pub use ob_delta_ext::ObDeltaIndicatorsPoint;pub use pnf_column::PnfColumnPoint;pub use kagi_segment::KagiSegmentPoint;pub use renko_brick::RenkoBrickPoint;pub use scalar_bar::ScalarBarPoint;pub use three_line_break::ThreeLineBreakLinePoint;pub use tpo_session::TpoSessionPoint;
Modules§
- agg_
trade - auction_
event - balance_
update - bar
- basis
- block_
trade - composite_
index - footprint
FootprintPoint— time-bucketed OHLCV bar with per-price buy/sell volume.- funding_
rate - funding_
rate_ ext - Extended FundingRate DataPoint types for Indicators and Full depth.
- funding_
settlement - historical_
volatility - index_
price - index_
price_ ext - Extended IndexPrice DataPoint types for Indicators and Full depth.
- index_
price_ kline - insurance_
fund - kagi_
segment - liquidation
- liquidation_
bucket - liquidation_
ext - Extended Liquidation DataPoint types for Indicators and Full depth.
- long_
short_ ratio - mark_
price - mark_
price_ ext - Extended MarkPrice DataPoint types for Indicators and Full depth.
- mark_
price_ kline - market_
warning - ob_
delta - ob_
delta_ ext - Extended OrderBook delta DataPoint types for Indicators and Full depth.
- ob_
snapshot - ob_
snapshot_ ext - Extended OrderBook snapshot DataPoint types for Indicators and Full depth.
- open_
interest - open_
interest_ ext - Extended OpenInterest DataPoint types for Indicators and Full depth.
- option_
greeks - order_
update - orderbook_
l3 - pnf_
column - position_
update - predicted_
funding - premium_
index_ kline - renko_
brick - risk_
limit - scalar_
bar - settlement_
event - taker_
volume - three_
line_ break - ticker
- ticker_
ext - Extended Ticker DataPoint types for Indicators and Full depth.
- tpo_
session - trade
- volatility_
index