"""
Microstructure analytics — book, trade, toxicity, funding, and signal composition.

Pure functions that take market data arrays and return computed metrics.
"""

from microstructure.book import (
    microprice,
    mid_price,
    order_book_imbalance,
    depth_imbalance,
    spread_stats,
    depth_resiliency,
    queue_depletion_prob,
    batch_book_stats,
)

from microstructure.trades import (
    classify_lee_ready,
    classify_bulk_lee_ready,
    compute_markouts,
    markout_summary,
    trade_volume_profile,
    trade_arrival_rate,
)

from microstructure.toxicity import (
    compute_vpin,
    compute_vpin_time_series,
    fill_toxicity,
    adverse_selection_ratio,
    liquidation_clustering,
)

from microstructure.funding import (
    funding_regime,
    funding_predictability,
    funding_carry_pnl,
    basis_spread,
    basis_convergence_speed,
)

from microstructure.signals import (
    composite_signal,
    SignalPipeline,
    detect_hft_regime,
)

__all__ = [
    "microprice", "mid_price", "order_book_imbalance", "depth_imbalance",
    "spread_stats", "depth_resiliency", "queue_depletion_prob", "batch_book_stats",
    "classify_lee_ready", "classify_bulk_lee_ready", "compute_markouts",
    "markout_summary", "trade_volume_profile", "trade_arrival_rate",
    "compute_vpin", "compute_vpin_time_series", "fill_toxicity",
    "adverse_selection_ratio", "liquidation_clustering",
    "funding_regime", "funding_predictability", "funding_carry_pnl",
    "basis_spread", "basis_convergence_speed",
    "composite_signal", "SignalPipeline", "detect_hft_regime",
]