kingchenc 4f11df0e33 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

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lib.rs

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

2026-06-01 19:45:38 +02:00