Struct FundingModel 

pub struct FundingModel { /* private fields */ }

A perpetual’s funding: at every fixed interval, the position pays quantity × contract_size × price × rate, signed so that a long pays a positive rate and a short receives it.

Boundaries fall at whole multiples of interval since the Unix epoch, which puts an hourly interval on the hour and an 8-hour one at 00:00, 08:00 and 16:00 UTC, as Hyperliquid and Binance settle. The rate is per interval, as venues publish it, read from the instrument’s RateSeries at the boundary; an instrument with no series is not charged.

Charged as CashFlowKind::Funding, with the rate and the signed position in contracts.

Implementations

impl FundingModel

pub fn new(interval: TimeDelta) -> Self

A model charging funding every interval, with no instrument’s rates yet.

Panics

If interval is not positive.

pub fn with_rates( self, instrument: InstrumentNameExchange, rates: RateSeries, ) -> Self

Charges instrument at the funding rates in rates.

Trait Implementations

impl Clone for FundingModel

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 FundingModel

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

Formats the value using the given formatter.

impl HoldingCostModel for FundingModel

fn next_boundary( &self, instrument: &InstrumentNameExchange, after: DateTime<Utc>, ) -> Option<DateTime<Utc>>

The first boundary strictly after after at which this model charges instrument, or None if it never does.

fn charge( &self, position: &HeldPosition<'_>, boundary: DateTime<Utc>, ) -> Option<HoldingCharge>

What position, held across boundary, is charged there, or None for nothing.