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FeatureStore

Trait FeatureStore 

pub trait FeatureStore: Send + Sync {
    // Required methods
    fn get_regime(&self, instrument_id: &InstrumentId) -> Option<RegimeState>;
    fn get_flow(&self, instrument_id: &InstrumentId) -> Option<FlowMetrics>;
}
Expand description

Read-only store of derived features computed by the platform.

Required Methods§

fn get_regime(&self, instrument_id: &InstrumentId) -> Option<RegimeState>

Market regime classification for an instrument.

fn get_flow(&self, instrument_id: &InstrumentId) -> Option<FlowMetrics>

Net order-flow metrics for an instrument.

Implementors§