Crate spread_analytics 

Request-time analytics for the workspace API.

Three concerns share inputs (terminal-price distribution, leg payoffs, per-leg greeks already enriched on the snapshot’s chain rows):

• candidate computes PoP / EV / stress-loss for a candidate spread.
• saved_spread aggregates per-leg greeks + position metrics for a saved spread held by a user.
• health evaluates the saved-spread health components (plan target, max loss, time stop, triggers, thesis staleness, liquidity).

The crate is pure: callers (typically services/query-api) resolve the snapshot, fetch chain rows, and pass already-extracted inputs in.

Re-exports

pub use candidate::CandidateAnalytics;

pub use candidate::compute_candidate_analytics;

pub use health::HealthComponent;

pub use health::HealthComponentInputs;

pub use health::HealthComponentKind;

pub use health::HealthStatus;

pub use health::HealthTone;

pub use health::LiquidityInputs;

pub use health::TriggerSummary;

pub use health::aggregate_status;

pub use health::alarmed_count;

pub use health::compute_health_components;

pub use saved_spread::LegGreeks;

pub use saved_spread::PositionGreeks;

pub use saved_spread::SavedSpreadAnalytics;

pub use saved_spread::SavedSpreadInputs;

pub use saved_spread::compute_saved_spread_analytics;

pub use types::AnalyticsConfidence;

pub use types::ContractRight;

pub use types::LegRole;

pub use types::ResolvedLeg;

pub use types::SpreadFamily;

Modules

candidate

Candidate spread analytics — PoP, expected value, stress loss (#300).

distribution

Lognormal terminal-price distribution + numerical integration.

health

Saved-spread health components — per-driver breakdown for the cockpit health rail (#302).

saved_spread

Saved-spread analytics — per-leg greeks + position metrics (#301).

types

Shared input types for the analytics modules.

Constants

STRESS_SHOCK_EM_MULT

Stress-loss shock factor: payoff is sampled at spot ± SHOCK × expected_move. Hardcoded for v0; config externalization is deferred.