feat: microstructure price-impact & depth indicators (part 3 of 4) (#122)

* feat: effective spread microstructure indicator (part 3 of 4)

* feat: realized spread microstructure indicator (part 3 of 4)

* feat: kyle's lambda microstructure indicator (part 3 of 4)

* feat: depth slope microstructure indicator (part 3 of 4)

bindings/python/tests/test_input_validation.py

@@ -211,3 +211,23 @@ def test_trade_non_positive_price_raises():
 def test_trade_batch_unequal_lengths_raise():
     with pytest.raises(ValueError):
         ta.SignedVolume().batch([100.0, 100.0], [1.0], [True, False])
+
+
+def test_effective_spread_non_positive_mid_raises():
+    with pytest.raises(ValueError):
+        ta.EffectiveSpread().update(100.0, 1.0, True, 0.0)
+
+
+def test_effective_spread_batch_unequal_lengths_raise():
+    with pytest.raises(ValueError):
+        ta.EffectiveSpread().batch([100.0, 100.0], [1.0, 1.0], [True, False], [100.0])
+
+
+def test_realized_spread_zero_horizon_raises():
+    with pytest.raises(ValueError):
+        ta.RealizedSpread(0)
+
+
+def test_kyles_lambda_window_below_two_raises():
+    with pytest.raises(ValueError):
+        ta.KylesLambda(1)