Expand description
Data types for the trading domain model.
Modules§
- bar
- bet
- close
- custom
- Python bindings for
CustomData. - delta
- deltas
- depth
- forward
- funding
- Python bindings for funding rate data types.
- greeks
- option_
chain - order
- prices
- quote
- status
- trade
Functions§
- data_
to_ pycapsule - Creates a Python
PyCapsuleobject containing a RustDatainstance. - deserialize_
custom_ from_ json - Deserializes custom data from JSON bytes into a PyO3
CustomDatawrapper. - drop_
cvec_ pycapsule - Drops a
PyCapsulecontaining aCVecstructure. - pyobjects_
to_ bars - Transforms the given Python objects into a vector of
Barobjects. - pyobjects_
to_ book_ deltas - Transforms the given Python objects into a vector of
OrderBookDeltaobjects. - pyobjects_
to_ funding_ rates - Transforms the given Python objects into a vector of
FundingRateUpdateobjects. - pyobjects_
to_ index_ prices - Transforms the given Python objects into a vector of
IndexPriceUpdateobjects. - pyobjects_
to_ instrument_ closes - Transforms the given Python objects into a vector of
InstrumentCloseobjects. - pyobjects_
to_ instrument_ statuses - Transforms the given Python objects into a vector of
InstrumentStatusobjects. - pyobjects_
to_ mark_ prices - Transforms the given Python objects into a vector of
MarkPriceUpdateobjects. - pyobjects_
to_ quotes - Transforms the given Python objects into a vector of
QuoteTickobjects. - pyobjects_
to_ trades - Transforms the given Python objects into a vector of
TradeTickobjects. - register_
custom_ data_ class - Registers a custom data type (class) with the catalog registry.