Module market 

Structs

MarketBar

The prices of one completed bar (candle): what traded first, highest, lowest and last over its period.

MarketDepth

How much is on offer at each side’s best price, where the feed says.

MarketObservation

One observation of one instrument’s market, as a driver feeds it to a simulated venue through SimulatedVenue::apply_market.

MarketSnapshot

Market state for a single instrument at a single instant.