Struct OIPriceDivergence 

pub struct OIPriceDivergence { /* private fields */ }

Open-Interest / Price Divergence — the gap between how fast open interest and the mark price have moved over the trailing window of window ticks.

oiChange    = (openInterestₜ − openInterestₜ₋ₙ) / openInterestₜ₋ₙ
priceChange = (markPriceₜ    − markPriceₜ₋ₙ)    / markPriceₜ₋ₙ
divergence  = oiChange − priceChange                          (n = window)

Reading the two together is a classic positioning signal: open interest rising while price falls (a positive divergence) marks fresh shorts piling in; open interest falling while price rises marks a short squeeze / unwind. A value near zero means OI and price moved in step. If the reference open interest is zero, the OI term contributes zero (no base to grow from).

The indicator warms up for window + 1 ticks — update returns None until the window spans a full window-tick lookback — then emits the divergence, maintained in O(1) per tick via a ring buffer.

Input = DerivativesTick, Output = f64.

Example

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

fn tick(oi: f64, mark: 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 div = OIPriceDivergence::new(1).unwrap();
assert_eq!(div.update(tick(1_000.0, 100.0)), None);
// OI +10% while price flat -> divergence +0.1.
assert!((div.update(tick(1_100.0, 100.0)).unwrap() - 0.1).abs() < 1e-12);

Implementations

impl OIPriceDivergence

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

Construct an OI / price divergence 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 OIPriceDivergence

fn clone(&self) -> OIPriceDivergence

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OIPriceDivergence

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

Formats the value using the given formatter.

impl Indicator for OIPriceDivergence

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.