Module data

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Data types for the trading domain model.

Modules§

data_to_pycapsule: Creates a Python PyCapsule object containing a Rust Data instance.
drop_cvec_pycapsule: Drops a PyCapsule containing a CVec structure.
pyobjects_to_bars: Transforms the given Python objects into a vector of Bar objects.
pyobjects_to_book_deltas: Transforms the given Python objects into a vector of OrderBookDelta objects.
pyobjects_to_index_prices: Transforms the given Python objects into a vector of IndexPriceUpdate objects.
pyobjects_to_instrument_closes: Transforms the given Python objects into a vector of InstrumentClose objects.
pyobjects_to_mark_prices: Transforms the given Python objects into a vector of MarkPriceUpdate objects.
pyobjects_to_quotes: Transforms the given Python objects into a vector of QuoteTick objects.
pyobjects_to_trades: Transforms the given Python objects into a vector of TradeTick objects.