The surface for a custom Market Analyzer column: the column definition and its async value source, the cell-publishing sink, the per-instrument context, and the metadata attribute and descriptors that register and describe it.

Market Analyzer — TradeStrike.Pipeline.MarketAnalyzer

A column is an IColumnDefinition. For each instrument it creates an IColumnValueSource, whose StartAsync runs until disposed and pushes CellValues into the supplied IColumnValueSink. The host renders the latest value according to the column's ColumnDataType. Annotate the definition with [MarketAnalyzerColumn] for discovery.

LastPriceColumn.csusing TradeStrike.Pipeline.MarketAnalyzer;

[MarketAnalyzerColumn("Last", Category = "Price", Description = "Most recent trade price")]
public sealed class LastPriceColumn : IColumnDefinition
{
    public string Id => "last-price";
    public string Header => "Last";
    public ColumnDataType DataType => ColumnDataType.Price;

    public IColumnValueSource CreateSource(InstrumentRef instrument, IColumnContext context)
        => new Source(instrument, context);

    private sealed class Source : IColumnValueSource
    {
        // ... ctor stores instrument + context ...
        public async Task StartAsync(IColumnValueSink sink, CancellationToken cancellationToken)
        {
            sink.Publish(CellValue.Initializing);
            // subscribe to ticks, then on each update:
            sink.Publish(CellValue.Ready(price));
        }

        public ValueTask DisposeAsync() => ValueTask.CompletedTask;
    }
}