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.