Struct FundingBasis 

pub struct FundingBasis { /* private fields */ }

Funding Basis — the relative basis between the perpetual mark price and the spot index it tracks.

basis = (markPrice − indexPrice) / indexPrice

The basis is the spread that the funding mechanism continuously pulls toward zero: a positive basis (perpetual above spot) goes hand in hand with positive funding (longs pay), a negative basis with negative funding. Reading the instantaneous basis alongside the funding rate separates a genuine premium from a stale-funding artefact and sizes the carry available to a cash-and-carry or basis-arbitrage trade. The output is a fraction (e.g. 0.001 = 10 bps); multiply by 10_000 for basis points.

Input = DerivativesTick, Output = f64. Stateless; ready after the first tick.

Example

use wickra_core::{DerivativesTick, FundingBasis, Indicator};

let mut fb = FundingBasis::new();
// mark 100.5 vs index 100.0 -> (100.5 - 100.0) / 100.0 = 0.005.
let tick = DerivativesTick::new(
    0.0, 100.5, 100.0, 100.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0,
)
.unwrap();
assert!((fb.update(tick).unwrap() - 0.005).abs() < 1e-12);

Implementations

impl FundingBasis

pub const fn new() -> Self

Construct a new funding-basis indicator.

Trait Implementations

impl Clone for FundingBasis

fn clone(&self) -> FundingBasis

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FundingBasis

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

Formats the value using the given formatter.

impl Default for FundingBasis

fn default() -> FundingBasis

Returns the “default value” for a type.

impl Indicator for FundingBasis

type Input = DerivativesTick

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = f64

Type of one output value.

fn update(&mut self, tick: DerivativesTick) -> Option<f64>

Feed one new data point into the indicator and return the freshly computed output, or None if the indicator is still warming up.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.