Module data 

Data types for the trading domain model.

Re-exports

pub use bar::Bar;

pub use bar::BarSpecification;

pub use bar::BarType;

pub use black_scholes::Greeks;

pub use close::InstrumentClose;

pub use custom::PythonCustomDataWrapper;

pub use custom::CustomData;

pub use custom::CustomDataTrait;

pub use custom::ensure_custom_data_json_registered;

pub use custom::register_custom_data_json;

pub use custom::get_python_data_class;

pub use custom::reconstruct_python_custom_data;

pub use custom::register_python_data_class;

pub use delta::OrderBookDelta;

pub use deltas::OrderBookDeltas;

pub use deltas::OrderBookDeltas_API;

pub use depth::DEPTH10_LEN;

pub use depth::OrderBookDepth10;

pub use forward::ForwardPrice;

pub use funding::FundingRateUpdate;

pub use greeks::BlackScholesGreeksResult;

pub use greeks::GreeksData;

pub use greeks::HasGreeks;

pub use greeks::OptionGreekValues;

pub use greeks::PortfolioGreeks;

pub use greeks::YieldCurveData;

pub use greeks::black_scholes_greeks;

pub use greeks::imply_vol_and_greeks;

pub use greeks::refine_vol_and_greeks;

pub use option_chain::OptionChainSlice;

pub use option_chain::OptionGreeks;

pub use option_chain::OptionStrikeData;

pub use option_chain::StrikeRange;

pub use order::BookOrder;

pub use order::NULL_ORDER;

pub use prices::IndexPriceUpdate;

pub use prices::MarkPriceUpdate;

pub use quote::QuoteTick;

pub use registry::ArrowDecoder;

pub use registry::ArrowEncoder;

pub use registry::decode_custom_from_arrow;

pub use registry::deserialize_custom_from_json;

pub use registry::encode_custom_to_arrow;

pub use registry::ensure_arrow_registered;

pub use registry::ensure_json_deserializer_registered;

pub use registry::get_arrow_schema;

pub use registry::register_arrow;

pub use registry::register_json_deserializer;

pub use registry::PyExtractor;

pub use registry::ensure_py_extractor_registered;

pub use registry::ensure_rust_extractor_factory_registered;

pub use registry::ensure_rust_extractor_registered;

pub use registry::get_rust_extractor;

pub use registry::register_py_extractor;

pub use registry::register_rust_extractor;

pub use registry::register_rust_extractor_factory;

pub use registry::try_extract_from_py;

pub use status::InstrumentStatus;

pub use trade::TradeTick;

Modules

bar

Bar aggregate structures, data types and functionality.

bet

Domain model representing a Bet used by betting-market integrations (e.g. prediction markets).

black_scholes

close

An InstrumentClose data type representing an instrument close at a venue.

custom

delta

An OrderBookDelta data type intended to carry book state information.

deltas

An OrderBookDeltas container type to carry a bulk of OrderBookDelta records.

depth

An OrderBookDepth10 aggregated top-of-book data type with a fixed depth of 10 levels per side.

forward

Forward price data type for derivatives instruments.

funding

Domain types representing funding rate data for perpetual swap instruments.

greeks

Option Greeks data structures (delta, gamma, theta, vega, rho) used throughout the platform.

option_chain

Option chain data types for aggregated option series snapshots.

order

A BookOrder for use with the OrderBook and OrderBookDelta data type.

prices

Domain types representing price data (index-price, mark-price, etc.).

quote

A QuoteTick data type representing a top-of-book state.

registry

Registries for custom data: JSON (de)serialization and Arrow encode/decode.

status

An InstrumentStatus data type representing a change in an instrument market status.

stubs

Type stubs to facilitate testing.

trade

A TradeTick data type representing a single trade in a market.

Structs

DataType

Represents a data type including metadata.

Enums

Data

A built-in Nautilus data type.

DataFFI

A C-compatible representation of Data for FFI.

Traits

CatalogPathPrefix

Trait for data types that have a catalog path prefix.

HasTsInit

Marker trait for types that carry a creation timestamp.

Functions

is_monotonically_increasing_by_init

Checks if the data slice is monotonically increasing by initialization timestamp.

to_variant

Converts a vector of Data items to a specific variant type.