Struct FundingRate 

pub struct FundingRate { /* private fields */ }

Funding Rate — the funding rate carried by each derivatives tick.

The funding rate is the periodic payment exchanged between long and short perpetual-swap holders that tethers the perpetual mark to the spot index. A positive rate means longs pay shorts (the perpetual trades at a premium); a negative rate means shorts pay longs (a discount). This indicator simply surfaces the rate from the DerivativesTick feed so it can be charted, chained or fed to the rolling funding statistics (FundingRateMean, FundingRateZScore).

Input = DerivativesTick, Output = f64. Stateless; ready after the first tick.

Example

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

let mut fr = FundingRate::new();
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();
assert_eq!(fr.update(tick), Some(0.0001));

Implementations

impl FundingRate

pub const fn new() -> Self

Construct a new funding-rate indicator.

Trait Implementations

impl Clone for FundingRate

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FundingRate

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

Formats the value using the given formatter.

impl Default for FundingRate

fn default() -> Self

Returns the “default value” for a type.

impl Indicator for FundingRate

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 there is no value for this input.

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.

fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Run the indicator over inputs, writing one output per input into the caller-owned out buffer (NaN where update returns None). It exists for every indicator whose output converts to an f64; the batch pipelines use it for the scalar f64 -> f64 ones.

fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Opt-in fast batch: like batch_nan_into, but an indicator with a vectorised kernel may reassociate its arithmetic to run it in SIMD lanes. Each value then agrees with the exact batch to within the tolerance the indicator documents (a few units in the last place), not bit for bit; warmup positions, NaN placement and the output length are identical. The kernels are deterministic: the same input produces the same bits on every platform, with or without SIMD hardware.