Expand description
Analytics and historical data types (API read path).
Structsยง
- BboReference
Data - BBO reference data for a symbol (best-ask reference price for 24h change).
- BboSnapshot
Record - Persisted BBO snapshot (domain type, ORM-free).
- Fill
Backfill Record - Minimal fill record for cache backfill (volume calculations).
- Fill
Record - Fill record from the fills table.
- Historical
PnlPoint - Historical PnL snapshot point.
- Historical
Theo Point - Historical theoretical price point.
- Ledger
Event Time Delta - Ledger event with timestamp and balance delta (deposit/withdrawal).
- NewBbo
Snapshot Input - Input data for upserting a BBO snapshot (no id/created_at).
- Order
Record - Order record from the order_infos materialized view.
- Trade
Record - Trade record from the trades table.
- VolSurface
Snapshot - Persisted vol surface snapshot (domain type, ORM-free).