feat: order-book microstructure indicators (part 1 of 4) (#112)

* feat(core): add microstructure input types (OrderBook, Trade, TradeQuote)

New non-OHLCV value types for the order-book / trade-flow indicator family:
Level, OrderBook (sorted, uncrossed depth snapshot), Side, Trade (with
aggressor side), and TradeQuote (trade paired with prevailing mid). Each has a
validating constructor plus a new_unchecked hot-path constructor, with full
unit coverage. Adds InvalidOrderBook / InvalidTrade error variants.

* feat(core): add 5 order-book microstructure indicators

OrderBookImbalanceTop1/TopN/Full (signed depth imbalance), Microprice
(size-weighted fair value), and QuotedSpread (top-of-book spread in bps). All
consume the OrderBook snapshot type, emit f64, are stateless and ready after
the first snapshot, with full unit coverage. Registers a new Microstructure
family in the taxonomy.

* feat(bindings): expose order-book microstructure indicators

Python, Node, and WASM bindings for OrderBookImbalanceTop1/TopN/Full,
Microprice and QuotedSpread. Each takes a depth snapshot via four equal-length
(bid_px, bid_sz, ask_px, ask_sz) arrays. Python and Node expose a batch over a
list of snapshots; WASM exposes per-snapshot update (the streaming model that
fits a browser book feed). Regenerates node index.d.ts/.js and registers the
new InvalidOrderBook/InvalidTrade arms in the Python error mapping.

* test(bindings,fuzz): cover order-book microstructure indicators

Python: smoke, reference values, streaming-vs-batch, lifecycle/repr and input
validation (mismatched lengths, crossed book, misordered levels, zero levels)
for all five order-book indicators. Node: reference values, streaming-vs-batch,
and rejection cases. Adds an indicator_update_orderbook fuzz target driving
every order-book indicator over arbitrary (incl. degenerate) snapshots.

* bench(microstructure): synthetic order-book benchmarks

Add a bench_orderbook_input harness and synthesise a five-level book around
each candle close (no order-book dataset ships with the repo). Benches the
cheapest (top-of-book imbalance) and most-expensive (full-depth imbalance) plus
microprice, matching the curated cheapest/expensive-per-family approach.

* docs: add Microstructure family + bump indicator counter to 224

README gains the Microstructure family row (order-book imbalance, microprice,
quoted spread) and the indicator counter goes 219 -> 224 across seventeen
families; CHANGELOG records the new order-book indicators and value types.

crates/wickra-core/src/indicators/mod.rs

@@ -116,10 +116,14 @@ mod mcginley_dynamic;
 mod median_absolute_deviation;
 mod median_price;
 mod mfi;
+mod microprice;
 mod mom;
 mod morning_evening_star;
 mod natr;
 mod nvi;
+mod ob_imbalance_full;
+mod ob_imbalance_top1;
+mod ob_imbalance_topn;
 mod obv;
 mod omega_ratio;
 mod opening_range;
@@ -137,6 +141,7 @@ mod ppo;
 mod profit_factor;
 mod psar;
 mod pvi;
+mod quoted_spread;
 mod r_squared;
 mod recovery_factor;
 mod relative_strength_ab;
@@ -335,10 +340,14 @@ pub use mcginley_dynamic::McGinleyDynamic;
 pub use median_absolute_deviation::MedianAbsoluteDeviation;
 pub use median_price::MedianPrice;
 pub use mfi::Mfi;
+pub use microprice::Microprice;
 pub use mom::Mom;
 pub use morning_evening_star::MorningEveningStar;
 pub use natr::Natr;
 pub use nvi::Nvi;
+pub use ob_imbalance_full::OrderBookImbalanceFull;
+pub use ob_imbalance_top1::OrderBookImbalanceTop1;
+pub use ob_imbalance_topn::OrderBookImbalanceTopN;
 pub use obv::Obv;
 pub use omega_ratio::OmegaRatio;
 pub use opening_range::{OpeningRange, OpeningRangeOutput};
@@ -356,6 +365,7 @@ pub use ppo::Ppo;
 pub use profit_factor::ProfitFactor;
 pub use psar::Psar;
 pub use pvi::Pvi;
+pub use quoted_spread::QuotedSpread;
 pub use r_squared::RSquared;
 pub use recovery_factor::RecoveryFactor;
 pub use relative_strength_ab::{RelativeStrengthAB, RelativeStrengthOutput};
@@ -707,6 +717,16 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
             "ThreeOutside",
         ],
     ),
+    (
+        "Microstructure",
+        &[
+            "OrderBookImbalanceTop1",
+            "OrderBookImbalanceTopN",
+            "OrderBookImbalanceFull",
+            "Microprice",
+            "QuotedSpread",
+        ],
+    ),
     (
         "Market Profile",
         &["ValueArea", "InitialBalance", "OpeningRange"],
@@ -761,6 +781,6 @@ mod family_tests {
         // the actual indicator count is the early-warning signal that an
         // indicator was added without being assigned a family.
         let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
-        assert_eq!(total, 214, "FAMILIES total drifted from indicator count");
+        assert_eq!(total, 219, "FAMILIES total drifted from indicator count");
     }
 }