List of all items

Structs

• dual_mode_features::DualModeBookSlope
• dual_mode_features::DualModeKyleLambda
• dual_mode_features::DualModeOFI
• dual_mode_features::DualModeVPIN
• dual_mode_features::FeatureEngine
• dual_mode_features::FeatureEngineBuilder
• dual_mode_features::MarketData
• dual_mode_features::MarketUpdate
• dual_mode_features::TradeUpdate
• engine::StrategyEngine
• engine::StrategyEngineConfig
• microstructure::MLFeatures
• microstructure::MicrostructureCalculator
• microstructure::TradeFeatures
• signals::Signal
• vectorized_features::PriceFeatures
• vectorized_features::VectorizedFeatures
• vectorized_features::VolumeFeatures
• vectorized_features::WeightedFeatures

Enums

• dual_mode_features::CalculationMode
• dual_mode_features::FeatureValue
• dual_mode_features::TradeSide
• microstructure::OrderSide
• signals::SignalType

Traits

• dual_mode_features::DualModeFeature
• strategy::Strategy

Type Aliases

• dual_mode_features::DualModeOFI128
• dual_mode_features::DualModeOFI16
• dual_mode_features::DualModeOFI32
• dual_mode_features::DualModeOFI5
• dual_mode_features::DualModeOFI64
• dual_mode_features::DualModeOFI8
• dual_mode_features::MarketUpdate128
• dual_mode_features::MarketUpdate32
• dual_mode_features::MarketUpdate64
• microstructure::MicrostructureCalculator128
• microstructure::MicrostructureCalculator256
• microstructure::MicrostructureCalculator32
• microstructure::MicrostructureCalculator64
• vectorized_features::VectorizedFeatures128
• vectorized_features::VectorizedFeatures32
• vectorized_features::VectorizedFeatures64