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Module indicative_quote_cache

Module indicative_quote_cache 

Source

Structs§

AggregatedIndicativeQuote
Aggregated indicative quote across all QPs for a single instrument.
IndicativeQuoteCache
In-memory cache of indicative quotes from all QPs, with TTL eviction and aggregation into best-bid/best-ask per instrument.
IndicativeQuoteEntry
Entry for a single QP’s indicative quote on a single instrument. Prices are the only source of truth — implied vol is derived downstream by a canonical pricer when needed.

Functions§

get_timestamp_millis 🔒