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Module analytics

Module analytics 

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Analytics and historical data types (API read path).

Structsยง

BboReferenceData
BBO reference data for a symbol (best-ask reference price for 24h change).
BboSnapshotRecord
Persisted BBO snapshot (domain type, ORM-free).
FillBackfillRecord
Minimal fill record for cache backfill (volume calculations).
FillRecord
Fill record from the fills table.
HistoricalPnlPoint
Historical PnL snapshot point.
HistoricalTheoPoint
Historical theoretical price point.
LedgerEventTimeDelta
Ledger event with timestamp and balance delta (deposit/withdrawal).
NewBboSnapshotInput
Input data for upserting a BBO snapshot (no id/created_at).
OrderRecord
Order record from the order_infos materialized view.
TradeRecord
Trade record from the trades table.
VolSurfaceSnapshot
Persisted vol surface snapshot (domain type, ORM-free).