Struct OiToVolumeRatio 

pub struct OiToVolumeRatio { /* private fields */ }

OI-to-Volume Ratio — open interest divided by the tick’s total taker volume, a measure of how much position is held versus turned over.

OIVR = open_interest / (taker_buy_volume + taker_sell_volume)

A high ratio means open interest dwarfs the volume trading it — positions are being held, not churned (low participation, potential complacency or a coiling market). A low ratio means heavy volume relative to outstanding interest — active churn, often around breakouts or capitulation. Watching the ratio change distinguishes new-money trends (OI and volume both rising) from short-covering or position rolls.

The ratio is non-negative; a tick with zero taker volume reports 0 rather than dividing by zero. It is stateless — each tick yields one value (no warmup). Each update is O(1).

Example

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

let mut indicator = OiToVolumeRatio::new();
let tick = DerivativesTick::new(0.0, 100.0, 100.0, 100.0, 5_000.0, 0.0, 0.0, 400.0, 600.0, 0.0, 0.0, 0).unwrap();
let oivr = indicator.update(tick).unwrap();
assert!((oivr - 5.0).abs() < 1e-12); // 5000 / (400 + 600)

Implementations

impl OiToVolumeRatio

pub const fn new() -> OiToVolumeRatio

Construct a new OI-to-Volume Ratio. The indicator is parameter-free.

Trait Implementations

impl Clone for OiToVolumeRatio

fn clone(&self) -> OiToVolumeRatio

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OiToVolumeRatio

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

Formats the value using the given formatter.

impl Default for OiToVolumeRatio

fn default() -> OiToVolumeRatio

Returns the “default value” for a type.

impl Indicator for OiToVolumeRatio

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.