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) -> Self

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 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.