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)
2026-06-01 19:45:38 +02:00
parent b5d9e47a2e
commit 4f11df0e33
25 changed files with 1898 additions and 39 deletions
@@ -66,6 +66,13 @@ test = false
 doc = false
 bench = false

+[[bin]]
+name = "indicator_update_tradequote"
+path = "fuzz_targets/indicator_update_tradequote.rs"
+test = false
+doc = false
+bench = false
+
 [[bin]]
 name = "tick_aggregator"
 path = "fuzz_targets/tick_aggregator.rs"