metrics">Trader Metrics</a></li>
<li class="toctree-l2"><a class="reference internal" href="user_guide.html#market-metrics">Market Metrics</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="pymicrostructure.html">API Reference</a><ul>
<li class="toctree-l2"><a class="reference internal" href="pymicrostructure.markets.html">Markets package</a></li>
<li class="toctree-l2"><a class="reference internal" href="pymicrostructure.orders.html">Orders</a></li>
<li class="toctree-l2"><a cl