Struct LiquidityPoolEngine 

pub struct LiquidityPoolEngine { /* private fields */ }

Detects BSL/SSL pools from Equal High/Low pivot clusters and classifies every interaction as a stop hunt, a breakout, or (for a previously broken pool) a reclaim.

Over the last 2 · pivot_len + 1 bars (pivot_len at least 2) the middle bar is a pivot high when no other bar’s high is above its own and a pivot low when no other low is below its own; ties count. A pivot high joins the first active BSL pool whose price lies within tolerance_pct percent of it (relative to the pool’s price): the pool gains a touch and moves to (pool + pivot) / 2. Without such a pool the pivot forms a new one. Pivot lows form SSL pools the same way.

Then every pool is checked against the current bar, including one formed on this bar. An active BSL pool whose price the high exceeds is stop-hunted when the close is back below it and broken through otherwise; a broken-through BSL pool is reclaimed once a close falls back below it. SSL pools mirror this with the low and closes above. value: the number of active pools. First output with bar 2 · pivot_len + 1.

Implementations

impl LiquidityPoolEngine

pub fn new(pivot_len: usize, tolerance_pct: f64) -> Self

pub fn with_defaults() -> Self

pub fn pools(&self) -> &[LiquidityPool]

Trait Implementations

impl Indicator for LiquidityPoolEngine

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn reset(&mut self)

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.