Rust
Rust API for TBBO tick-level indicators and strategies.
- When to Use Rust
Why TBBO tick path lives in Rust and OHLC bar path lives in Python. File layout, build cycle, performance model.
- Strategy API
#[strategy], the Strategy trait, SignalOutput shape, SL/TP emission modes, #[param], #[tag] declarations.
- Indicator API
#[indicator], IndicatorOutput builders, all 7 PlotTypes, per-point color builders, ShapeSpec, fills, hlines.
- TBBO Data
TickData columns (bid/ask price/size, spread, volume, delta), data.col() free-form access, DayPrep, OHLC bars.
- Helpers
rolling_mean/std, ta::sma/ema/rsi/atr_bid_ask, signal helpers (cross_above/below, above/below, between, rising/falling), imbalance/cvd/vwap_band.
- Custom Canvas
CanvasLayer: free-form 2D overlays from Rust indicators and strategies. Mirrors the Python custom_layer API; same wire format.