Struct OpenInterestDelta 

pub struct OpenInterestDelta { /* private fields */ }

Open-Interest Delta — the change in open interest from the previous tick.

delta = openInterestₜ − openInterestₜ₋₁

Open interest is the count of outstanding contracts; its change separates new positioning from mere turnover. Read together with price, rising OI confirms a trend (fresh money entering) while falling OI flags an unwind (positions closing) — the raw input to the OI / price divergence signal. A positive delta is net position-building, a negative delta net liquidation/closing.

The first tick only seeds the previous value and returns None; from the second tick on the indicator emits the delta.

Input = DerivativesTick, Output = f64.

Example

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

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

let mut oid = OpenInterestDelta::new();
assert_eq!(oid.update(tick(1_000.0)), None); // seeds the previous OI
assert_eq!(oid.update(tick(1_250.0)), Some(250.0));
assert_eq!(oid.update(tick(1_100.0)), Some(-150.0));

Implementations

impl OpenInterestDelta

pub const fn new() -> Self

Construct a new open-interest delta indicator.

Trait Implementations

impl Clone for OpenInterestDelta

fn clone(&self) -> OpenInterestDelta

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OpenInterestDelta

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

Formats the value using the given formatter.

impl Default for OpenInterestDelta

fn default() -> OpenInterestDelta

Returns the “default value” for a type.

impl Indicator for OpenInterestDelta

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.