Struct PerpetualPremiumIndex 

pub struct PerpetualPremiumIndex { /* private fields */ }

Perpetual Premium Index — the perpetual’s mark price relative to the spot index it tracks, as a fraction.

premium = (mark_price − index_price) / index_price

A perpetual swap is pegged to spot by the funding mechanism, but it can still trade at a premium (above spot) or discount (below). A positive premium signals net long demand willing to pay up to hold the perp — bullish positioning, and the proximate driver of positive funding; a negative premium signals the reverse. Sustained extremes flag crowded positioning ripe for a funding-driven mean reversion.

The output is centred on zero and dimensionless (a fraction; multiply by 100 for percent). index_price is validated strictly positive on the tick, so the division is always defined. It is stateless — each tick yields one value (no warmup). Each update is O(1).

Example

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

let mut indicator = PerpetualPremiumIndex::new();
// Mark 101 vs index 100 -> +1% premium.
let tick = DerivativesTick::new(0.0, 101.0, 100.0, 101.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0).unwrap();
let premium = indicator.update(tick).unwrap();
assert!((premium - 0.01).abs() < 1e-12);

Implementations

impl PerpetualPremiumIndex

pub const fn new() -> PerpetualPremiumIndex

Construct a new Perpetual Premium Index. The indicator is parameter-free.

Trait Implementations

impl Clone for PerpetualPremiumIndex

fn clone(&self) -> PerpetualPremiumIndex

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PerpetualPremiumIndex

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

Formats the value using the given formatter.

impl Default for PerpetualPremiumIndex

fn default() -> PerpetualPremiumIndex

Returns the “default value” for a type.

impl Indicator for PerpetualPremiumIndex

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.