Struct FundingImpliedApr 

pub struct FundingImpliedApr { /* private fields */ }

Funding-Implied APR — the perpetual’s per-interval funding rate scaled to an annualised rate.

APR = funding_rate · intervals_per_year

Funding is paid in small per-interval amounts (commonly every 8 hours, i.e. 1095 intervals per year). Annualising it converts the headline funding number into the carry cost (or yield) of holding the position for a year, which is far easier to reason about and to compare against spot lending rates, basis trades, and other yields. A large positive APR means longs pay a steep carry to shorts (and vice versa) — the economic incentive behind cash-and-carry and funding-arbitrage strategies.

The output is a fraction (multiply by 100 for percent) and may be negative. It is stateless — each tick yields one value (no warmup). Each update is O(1).

Example

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

// 0.01% per 8h funding -> 0.0001 * 1095 ≈ 10.95% APR.
let mut indicator = FundingImpliedApr::new(1095.0).unwrap();
let tick = DerivativesTick::new(0.0001, 100.0, 100.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0).unwrap();
let apr = indicator.update(tick).unwrap();
assert!((apr - 0.1095).abs() < 1e-9);

Implementations

impl FundingImpliedApr

pub fn new(intervals_per_year: f64) -> Result<Self>

Construct a Funding-Implied APR with the number of funding intervals per year (e.g. 1095 for 8-hour funding, 365 for daily).

Errors

Returns Error::InvalidParameter if intervals_per_year is not finite and positive.

pub const fn intervals_per_year(&self) -> f64

Configured intervals per year.

Trait Implementations

impl Clone for FundingImpliedApr

fn clone(&self) -> FundingImpliedApr

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FundingImpliedApr

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

Formats the value using the given formatter.

impl Indicator for FundingImpliedApr

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.