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/lib.rs

@@ -37,6 +37,7 @@
 #![cfg_attr(docsrs, feature(doc_cfg))]
 
 mod error;
+mod microstructure;
 mod ohlcv;
 mod traits;
 
@@ -67,15 +68,16 @@ pub use indicators::{
     LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope,
     LinearRegression, MaEnvelope, MaEnvelopeOutput, MacdIndicator, MacdOutput, Mama, MamaOutput,
     MarketFacilitationIndex, Marubozu, MassIndex, MaxDrawdown, McGinleyDynamic,
-    MedianAbsoluteDeviation, MedianPrice, Mfi, Mom, MorningEveningStar, Natr, Nvi, Obv, OmegaRatio,
-    OpeningRange, OpeningRangeOutput, PainIndex, PairSpreadZScore, PairwiseBeta,
-    ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo,
-    PiercingDarkCloud, Pmo, Ppo, ProfitFactor, Psar, Pvi, RSquared, RecoveryFactor,
-    RelativeStrengthAB, RelativeStrengthOutput, RenkoTrailingStop, Roc, RogersSatchellVolatility,
-    RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SharpeRatio, ShootingStar,
-    SineWave, Skewness, Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation, SpinningTop,
-    StandardError, StandardErrorBands, StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc,
-    StdDev, StepTrailingStop, StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend,
+    MedianAbsoluteDeviation, MedianPrice, Mfi, Microprice, Mom, MorningEveningStar, Natr, Nvi, Obv,
+    OmegaRatio, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull, OrderBookImbalanceTop1,
+    OrderBookImbalanceTopN, PainIndex, PairSpreadZScore, PairwiseBeta, ParkinsonVolatility,
+    PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo, PiercingDarkCloud, Pmo, Ppo,
+    ProfitFactor, Psar, Pvi, QuotedSpread, RSquared, RecoveryFactor, RelativeStrengthAB,
+    RelativeStrengthOutput, RenkoTrailingStop, Roc, RogersSatchellVolatility, RollingVwap,
+    RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SharpeRatio, ShootingStar, SineWave,
+    Skewness, Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation, SpinningTop, StandardError,
+    StandardErrorBands, StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev,
+    StepTrailingStop, StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend,
     SuperTrendOutput, TdCombo, TdCountdown, TdDeMarker, TdDifferential, TdLines, TdLinesOutput,
     TdOpen, TdPressure, TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel,
     TdRiskLevelOutput, TdSequential, TdSequentialOutput, TdSetup, Tema, ThreeInside, ThreeOutside,
@@ -87,5 +89,6 @@ pub use indicators::{
     WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility,
     YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
 };
+pub use microstructure::{Level, OrderBook, Side, Trade, TradeQuote};
 pub use ohlcv::{Candle, Tick};
 pub use traits::{BatchExt, Chain, Indicator};