Struct OIWeighted 

pub struct OIWeighted { /* private fields */ }

Open-Interest-Weighted Price — the running mean mark price, weighting each tick by its open interest.

oiWeighted = Σ(markPrice · openInterest) / Σ openInterest

Where a plain mean treats every tick equally, the OI-weighted price pulls toward the levels at which the most contracts were actually outstanding — the price the bulk of open positioning sits around, a fair-value anchor for liquidations and mean-reversion. The accumulation runs from construction; call reset at each session boundary to re-anchor. Until any open interest has accrued the indicator returns the current mark price.

Input = DerivativesTick, Output = f64. Ready after the first tick.

Example

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

fn tick(mark: f64, oi: f64) -> DerivativesTick {
    DerivativesTick::new(0.0, mark, mark, mark, oi, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0)
        .unwrap()
}

let mut oiw = OIWeighted::new();
assert_eq!(oiw.update(tick(100.0, 10.0)), Some(100.0));
// (100·10 + 110·30) / (10 + 30) = 4300 / 40 = 107.5.
assert_eq!(oiw.update(tick(110.0, 30.0)), Some(107.5));

Implementations

impl OIWeighted

pub const fn new() -> Self

Construct a new OI-weighted price indicator.

Trait Implementations

impl Clone for OIWeighted

fn clone(&self) -> OIWeighted

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OIWeighted

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

Formats the value using the given formatter.

impl Default for OIWeighted

fn default() -> OIWeighted

Returns the “default value” for a type.

impl Indicator for OIWeighted

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.