Struct FundingRateMean 

pub struct FundingRateMean { /* private fields */ }

Funding Rate Rolling Mean — the arithmetic mean of the funding rate over the trailing window of window ticks.

mean = (1 / window) · Σ fundingRate over the last `window` ticks

Smoothing the raw funding rate reveals the persistent carry regime — a sustained positive mean marks a crowded-long market paying to hold the perpetual, a sustained negative mean a crowded-short one. The indicator warms up for window ticks — update returns None until the window is full — then emits the rolling mean, maintained in O(1) per tick via a running sum.

Input = DerivativesTick, Output = f64.

Example

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

fn tick(rate: f64) -> DerivativesTick {
    DerivativesTick::new(rate, 100.0, 100.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0)
        .unwrap()
}

let mut frm = FundingRateMean::new(2).unwrap();
assert_eq!(frm.update(tick(0.001)), None);
// Window full: (0.001 + 0.003) / 2 = 0.002.
assert_eq!(frm.update(tick(0.003)), Some(0.002));

Implementations

impl FundingRateMean

pub fn new(window: usize) -> Result<Self>

Construct a funding-rate rolling mean over a window of window ticks.

Errors

Returns Error::PeriodZero if window is zero.

pub fn window(&self) -> usize

The configured window length, in ticks.

Trait Implementations

impl Clone for FundingRateMean

fn clone(&self) -> FundingRateMean

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FundingRateMean

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

Formats the value using the given formatter.

impl Indicator for FundingRateMean

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.