Struct DepthSlope 

pub struct DepthSlope { /* private fields */ }

Depth Slope — the average rate at which cumulative resting size grows with distance from the mid, across the bid and ask sides of the book.

For each side the indicator runs an ordinary-least-squares regression of cumulative size (walking outward from the touch) on the level’s distance from the mid, then reports the mean of the two slopes:

slope_side = OLS slope of (|priceᵢ − mid|, Σ_{j≤i} sizeⱼ)
depthSlope = (slope_bid + slope_ask) / 2

Because the response is cumulative size it never decreases with distance, so the slope is non-negative: it is a magnitude, not a direction. A large slope means cumulative liquidity builds quickly away from the touch — a deep book that absorbs large orders with little walking; a small slope is a thin, shallow book. A book whose size is concentrated at the touch and thins out behind it (a fragile book) reads a smaller slope than one of equal total depth that thickens with distance.

A side with fewer than two levels carries no slope, so the indicator returns 0.0 whenever either side has fewer than two levels (including an empty book).

Input = OrderBook, Output = f64. Stateless; ready after the first snapshot.

Example

use wickra_core::{DepthSlope, Indicator, Level, OrderBook};

// Both sides thicken linearly away from the mid (sizes 1, 2, 3 …).
let book = OrderBook::new(
    vec![Level::new(99.0, 1.0).unwrap(), Level::new(98.0, 2.0).unwrap()],
    vec![Level::new(101.0, 1.0).unwrap(), Level::new(102.0, 2.0).unwrap()],
)
.unwrap();
let mut ds = DepthSlope::new();
assert!(ds.update(book).unwrap() > 0.0);

Implementations

impl DepthSlope

pub const fn new() -> Self

Construct a new depth-slope indicator.

Trait Implementations

impl Clone for DepthSlope

fn clone(&self) -> DepthSlope

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for DepthSlope

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for DepthSlope

fn default() -> DepthSlope

Returns the “default value” for a type.

impl Indicator for DepthSlope

type Input = OrderBook

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = f64

Type of one output value.

fn update(&mut self, book: OrderBook) -> Option<f64>

Feed one new data point into the indicator and return the freshly computed output, or None if the indicator is still warming up.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.