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Module option_chains

Module option_chains 

Source
Expand description

Event-driven option chain aggregation and snapshot publishing.

Re-exports§

pub use aggregator::OptionChainAggregator;
pub use aggregator::RebalanceAction;
pub use atm_tracker::AtmTracker;
pub use handlers::OptionChainGreeksHandler;
pub use handlers::OptionChainQuoteHandler;
pub use handlers::OptionChainSlicePublisher;
pub use manager::OptionChainManager;

Modules§

aggregator
Per-series option chain aggregator for event accumulation and snapshots.
atm_tracker
Reactive ATM (at-the-money) price tracker for option chain subscriptions.
constants
Module-level constants for option chain rebalancing behavior.
handlers
Typed handlers for routing market data events to the option chain manager.
manager
Per-series option chain manager.