Crate mylittleindicators 

mylittleindicators — shared indicator + event factory.

480+ технических индикаторов (23 категории) + типы событий, composition, role_kind — низкоуровневый клей для построения стратегий и runtime детекторов в крейтах-потребителях (mylittlequant, mylittlechart).

Здесь нет runtime-логики (детекторов, engine, рендера), нет defaults, нет StrategySpec. Только индикаторы и пограничные типы событий.

Re-exports

pub use catalog::indicator_key;

pub use core::types;

pub use bar_indicators::bar_indicator_id::BarIndicatorId;

pub use bar_indicators::indicator_value::IndicatorValue;

pub use bar_indicators::indicator_value::IndicatorValueKind;

pub use bar_indicators::instance_factory::IndicatorConfig;

pub use bar_indicators::instance_factory::IndicatorInstance;

pub use catalog::master_catalog::MasterIndicatorCatalog;

pub use catalog::indicator_signature::IndicatorSignature;

pub use catalog::constraints::ParamConstraint;

pub use catalog::param_value::ParamValue;

pub use core::types::Bar;

pub use core::types::Tick;

pub use core::types::CalendarService;

pub use core::types::TimeService;

pub use bar_indicators::LiquidationConsumer;

pub use bar_indicators::liquidations::LiquidationCascade;

pub use bar_indicators::liquidations::LiquidationRate;

pub use bar_indicators::liquidations::LiquidationVolumeImbalance;

pub use bar_indicators::TickConsumer;

pub use bar_indicators::TickerConsumer;

pub use bar_indicators::orderbook_delta_consumer::OrderbookDeltaConsumer;

pub use bar_indicators::funding_rate_consumer::FundingRateConsumer;

pub use bar_indicators::mark_price_consumer::MarkPriceConsumer;

pub use bar_indicators::open_interest_consumer::OpenInterestConsumer;

pub use bar_indicators::hybrid_tick_book_consumer::HybridTickBookConsumer;

pub use bar_indicators::AggTradeConsumer;

pub use bar_indicators::AuctionEventConsumer;

pub use bar_indicators::BasisConsumer;

pub use bar_indicators::BlockTradeConsumer;

pub use bar_indicators::CompositeIndexConsumer;

pub use bar_indicators::FundingSettlementConsumer;

pub use bar_indicators::HistoricalVolatilityConsumer;

pub use bar_indicators::IndexPriceConsumer;

pub use bar_indicators::InsuranceFundConsumer;

pub use bar_indicators::LongShortRatioConsumer;

pub use bar_indicators::MarketWarningConsumer;

pub use bar_indicators::OptionGreeksConsumer;

pub use bar_indicators::OrderbookL3Consumer;

pub use bar_indicators::PredictedFundingConsumer;

pub use bar_indicators::RiskLimitConsumer;

pub use bar_indicators::SettlementEventConsumer;

pub use bar_indicators::VolatilityIndexConsumer;

pub use core::signal::SignalKind;

pub use core::signal::SignalCategory;

pub use core::signal::ThresholdSub;

pub use core::signal::HistogramSub;

pub use core::signal::ChannelSub;

pub use core::signal::DivergenceSub;

pub use core::signal::TrendSub;

pub use core::signal::VolatilitySub;

pub use core::signal::VolumeSub;

pub use core::signal::StructureSub;

pub use core::signal::PatternSub;

pub use core::signal::CompositeSub;

pub use core::signal::Direction;

pub use core::signal::BarConfirmation;

pub use core::ast::Event;

pub use core::ast::ZoneBounds;

pub use core::ast::EventTrigger;

pub use core::ast::OperatorClass;

pub use core::ast::Strictness;

pub use core::ast::strictness_for;

pub use core::ast::Operand;

pub use core::ast::BarField;

pub use core::ast::AggregateOp;

pub use core::ast::DerivedOp;

pub use core::ast::ArithmeticOp;

pub use core::ast::Window;

pub use core::ast::CompositionSpec;

pub use core::ast::Guard;

pub use core::ast::CmpOp;

pub use core::ast::RoleKind;

pub use core::ast::role_kind_for;

Modules

bar_indicators

catalog

Indicator Catalog System

core

core — все базовые типы крейта.

data_loader

Stream-kind classification for the backtest data pipeline.

events

Composite-detector primitives.

Structs

AggTrade

Aggregated trade event.

AuctionEvent

Auction event snapshot.

Basis

Futures basis snapshot.

BlockTrade

Block trade event.

CompositeIndex

Composite index snapshot.

FundingRate

Информация о funding rate.

FundingSettlement

Funding settlement event.

HistoricalVolatility

Historical volatility snapshot.

IndexPrice

Index price snapshot.

InsuranceFund

Insurance fund balance snapshot.

Kline

Свеча (OHLCV).

Liquidation

Public liquidation event (forced position close).

LongShortRatio

Long/short ratio snapshot from Positions::get_long_short_ratio.

MarkPrice

Mark price информация.

MarketWarning

Market warning event.

OpenInterest

Open Interest информация.

OptionGreeks

Option Greeks snapshot from exchange feed.

OrderBook

Снепшот стакана

OrderBookLevel

One price level in the order book.

OrderbookDelta

Incremental order-book update.

OrderbookL3Event

Level-3 orderbook event — individual order-level mutation.

PredictedFunding

Predicted funding rate snapshot.

PublicTrade

Публичная сделка (recent trades).

RiskLimit

Risk limit tier snapshot.

SettlementEvent

Contract settlement event.

Ticker

Тикер (24h статистика).

VolatilityIndex

Volatility index snapshot (e.g., DVOL, BVOL).

Enums

L3Action

Action applied to an individual L3 order.

OrderBookSide

Side of an L3 orderbook entry.

TradeSide

Сторона сделки в публичной ленте