Struct PerpBasis 

pub struct PerpBasis {
    pub symbol: String,
    pub perp_price: f64,
    pub spot_price: f64,
    pub basis_pct: f64,
    pub timestamp_ms: u64,
}

Perpetual-futures basis: the percentage spread between perp and spot prices.

Positive basis → perp trades at a premium to spot (contango). Negative basis → perp trades at a discount (backwardation).

Fields

symbol: String

Trading pair symbol.

perp_price: f64

Perpetual futures price.

spot_price: f64

Spot price.

basis_pct: f64

Basis as a percentage: (perp - spot) / spot × 100.

timestamp_ms: u64

Unix timestamp in milliseconds.

Implementations

impl PerpBasis

pub fn new( symbol: impl Into<String>, perp_price: f64, spot_price: f64, timestamp_ms: u64, ) -> Self

Construct a new PerpBasis, computing basis_pct automatically.

Returns basis_pct = 0.0 if spot_price is zero.

pub fn is_contango(&self) -> bool

Returns true if the perpetual trades at a premium to spot (contango).

pub fn annualized_carry(&self, days_to_expiry: f64) -> f64

Annualised carry yield for a fixed-expiry contract.

annualized_carry = (basis_pct / 100) / (days_to_expiry / 365)

Returns 0.0 if days_to_expiry ≤ 0.

Trait Implementations

impl Clone for PerpBasis

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for PerpBasis

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.