Module data 

Market-data input types fed to the engine.

These are serde-friendly, owned value types (loadable from JSONL/CSV/Parquet) that convert into the wickra-core input types when fed to indicators. Besides OHLCV Candles, the microstructure feed types — TradePrint, OrderBook and DerivativesTick — back the trade / order-book / derivatives indicators.

Structs

Candle

One OHLCV bar. time is the bar’s open time (engine-defined epoch unit; it is passed straight through to indicators that need a timestamp).

CrossSection

A market-wide cross-section (a panel of CrossSectionMembers at one tick), fed to the market-breadth indicators (advance/decline, McClellan, TRIN, …).

CrossSectionMember

One symbol’s breadth signals within a CrossSection.

DerivativesTick

A derivatives (perpetual / futures) tick, fed to derivatives indicators.

Level

One order-book price level.

OrderBook

An order-book snapshot (best level first on each side), fed to order-book indicators.

TradePrint

A single trade print, fed to trade-flow indicators.

Enums

TradeSide

Aggressor side of a TradePrint.