custom-types.json

{
    "Asset": {
        "_enum": [
            "Unknown",
            "Usd",
            "Eq",
            "Eth",
            "Btc",
            "Eos"
        ]
    },
    "Duration": {
        "secs": "u64",
        "nanos": "u32"
    },
    "FixedNumber": "u128",
    "Price": "u128",
    "PriceUpdate": {
        "period_start": "Duration",
        "time": "Duration",
        "price": "FixedNumber"
    },
    "PriceLog": {
        "latest_timestamp": "Duration",
        "prices": "CapVec<Price>"
    },
    "CapVec": {
        "head_index": "u32",
        "len_cap": "u32",
        "items": "Vec<FixedNumber>"
    },
    "AssetMetrics": {
        "period_start": "Duration",
        "period_end": "Duration",
        "returns": "Vec<FixedNumber>",
        "volatility": "FixedNumber",
        "correlations": "Vec<(Asset, FixedNumber)>"
    },
    "FinancialMetrics": {
        "period_start": "Duration",
        "period_end": "Duration",
        "assets": "Vec<Asset>",
        "mean_returns": "Vec<FixedNumber>",
        "volatilities": "Vec<FixedNumber>",
        "correlations": "Vec<FixedNumber>",
        "covariances": "Vec<FixedNumber>"
    }
}