Module session_levels 

Session Levels and Intraday Time Indicators.

This module provides streaming indicators anchored to trading sessions:

• SessionVwap: Volume Weighted Average Price with ±1σ, ±2σ, and ±3σ standard deviation bands.
• OpeningRangeBreakout: Toby Crabel’s Opening Range Breakout (ORB) with Fibonacci/expansion targets.

Both indicators implement the Next trait and reset accumulation counters whenever is_session_start == true.

Structs

OpeningRangeBreakout

Opening Range Breakout (ORB) indicator.

OrbInput

Input tuple wrapper for OpeningRangeBreakout.

OrbState

Output state of the Opening Range Breakout (ORB) indicator.

SessionVwap

Session Volume Weighted Average Price (VWAP) with Standard Deviation Bands.

SessionVwapInput

Input tuple wrapper for SessionVwap.

SessionVwapState

Output state of the Session VWAP indicator.

Enums

OrbBreakout

Breakout status relative to the opening range.

OrbPhase

Lifecycle phase of an Opening Range Breakout session.

SessionLevelsError

Errors that can occur when configuring session indicators.

SessionVwapBand

Standard deviation band identifier for Session VWAP.

Constants

ORB_METADATA

Metadata definition for Opening Range Breakout (ORB).

SESSION_VWAP_METADATA

Metadata definition for Session VWAP.