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

..

binance_envelope.rs

E16: add a cargo-fuzz harness

2026-05-22 16:44:19 +02:00

csv_reader.rs

E16: add a cargo-fuzz harness

2026-05-22 16:44:19 +02:00

indicator_update_candle.rs

feat: signed candlestick directional ±1 encoding (Doji signed mode) (#111)

2026-06-01 14:37:20 +02:00

indicator_update_orderbook.rs

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

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

indicator_update_pair.rs

feat: cross-asset / pairwise indicators (5 new) (#109)

2026-06-01 13:45:21 +02:00

indicator_update_trade.rs

feat: trade-flow microstructure indicators (part 2 of 4) (#113)

2026-06-01 16:38:48 +02:00

indicator_update_tradequote.rs

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

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

indicator_update.rs

feat(family-15): add 17 risk/performance metrics (#54)

2026-05-26 20:44:21 +02:00

tick_aggregator.rs

E16: add a cargo-fuzz harness

2026-05-22 16:44:19 +02:00