Module market_stats 

Market statistics cache for 24h volume and open interest.

Structs

InstrumentStats 🔒

Statistics for a single instrument

MarketStatsCache

Cache for market statistics (volume_24h and open_interest)

Constants

DAY_MS 🔒

HOURLY_BUCKETS 🔒

Number of hourly buckets for 24h rolling volume

UNIX_MS_THRESHOLD 🔒

Functions

fill_notional_volume 🔒

market_stats_cutoff_timestamp 🔒

timestamp_to_seconds 🔒