hyperliquid_backtest

Module indicators

Expand description

Indicators and analysis tools for funding rates and market data

Structs§

BasisIndicator: Basis indicator for futures vs spot
FundingAnomaly: Funding rate anomaly detection
FundingArbitrageOpportunity: Funding arbitrage opportunity analysis
FundingCycle: Funding cycle analysis
FundingMomentum: Funding rate momentum analysis
FundingPrediction: Funding rate prediction
FundingPredictionConfig: Configuration for funding rate prediction
FundingPriceCorrelation: Correlation between funding rate and price
FundingRatePredictor: Funding rate predictor implementation
FundingVolatility: Funding rate volatility analysis
LiquidationData: Liquidation data and analysis
LiquidationImpact: Liquidation market impact analysis
OpenInterestChange: Open interest change analysis
OpenInterestData: Open interest data and analysis

Enums§

FundingDirection: Direction of funding rate

Traits§

FundingPredictionModel: Funding rate prediction model

Functions§

calculate_basis_indicator: Calculate basis indicator
calculate_funding_arbitrage: Calculate funding arbitrage opportunity
calculate_funding_momentum: Calculate funding rate momentum
calculate_funding_volatility: Calculate funding rate volatility