wickra/testdata/golden/exotic_manifest.json

{
 "deriv": [
  {
   "canonical": "CalendarSpread",
   "native": "CalendarSpread",
   "params": [],
   "args": [
    "futures_price",
    "mark_price"
   ]
  },
  {
   "canonical": "EstimatedLeverageRatio",
   "native": "EstimatedLeverageRatio",
   "params": [],
   "args": [
    "open_interest",
    "long_size",
    "short_size"
   ]
  },
  {
   "canonical": "FundingBasis",
   "native": "FundingBasis",
   "params": [],
   "args": [
    "mark_price",
    "index_price"
   ]
  },
  {
   "canonical": "FundingImpliedApr",
   "native": "FundingImpliedApr",
   "params": [
    1095.0
   ],
   "args": [
    "funding_rate"
   ]
  },
  {
   "canonical": "FundingRate",
   "native": "FundingRate",
   "params": [],
   "args": [
    "funding_rate"
   ]
  },
  {
   "canonical": "FundingRateMean",
   "native": "FundingRateMean",
   "params": [
    20
   ],
   "args": [
    "funding_rate"
   ]
  },
  {
   "canonical": "FundingRateZScore",
   "native": "FundingRateZScore",
   "params": [
    20
   ],
   "args": [
    "funding_rate"
   ]
  },
  {
   "canonical": "LongShortRatio",
   "native": "LongShortRatio",
   "params": [],
   "args": [
    "long_size",
    "short_size"
   ]
  },
  {
   "canonical": "OpenInterestDelta",
   "native": "OpenInterestDelta",
   "params": [],
   "args": [
    "open_interest"
   ]
  },
  {
   "canonical": "OIPriceDivergence",
   "native": "OIPriceDivergence",
   "params": [
    20
   ],
   "args": [
    "open_interest",
    "mark_price"
   ]
  },
  {
   "canonical": "OiToVolumeRatio",
   "native": "OiToVolumeRatio",
   "params": [],
   "args": [
    "open_interest",
    "taker_buy_volume",
    "taker_sell_volume"
   ]
  },
  {
   "canonical": "OIWeighted",
   "native": "OIWeighted",
   "params": [],
   "args": [
    "mark_price",
    "open_interest"
   ]
  },
  {
   "canonical": "OpenInterestMomentum",
   "native": "OpenInterestMomentum",
   "params": [
    10
   ],
   "args": [
    "open_interest"
   ]
  },
  {
   "canonical": "PerpetualPremiumIndex",
   "native": "PerpetualPremiumIndex",
   "params": [],
   "args": [
    "mark_price",
    "index_price"
   ]
  },
  {
   "canonical": "TakerBuySellRatio",
   "native": "TakerBuySellRatio",
   "params": [],
   "args": [
    "taker_buy_volume",
    "taker_sell_volume"
   ]
  },
  {
   "canonical": "TermStructureBasis",
   "native": "TermStructureBasis",
   "params": [],
   "args": [
    "futures_price",
    "index_price"
   ]
  },
  {
   "canonical": "LiquidationFeatures",
   "native": "LiquidationFeatures",
   "params": [],
   "args": [
    "long_liquidation",
    "short_liquidation"
   ],
   "n": 5
  }
 ],
 "cross": [
  {
   "canonical": "AbsoluteBreadthIndex",
   "native": "AbsoluteBreadthIndex",
   "params": []
  },
  {
   "canonical": "AdvanceDecline",
   "native": "AdvanceDecline",
   "params": []
  },
  {
   "canonical": "AdvanceDeclineRatio",
   "native": "AdvanceDeclineRatio",
   "params": []
  },
  {
   "canonical": "AdVolumeLine",
   "native": "AdVolumeLine",
   "params": []
  },
  {
   "canonical": "BreadthThrust",
   "native": "BreadthThrust",
   "params": [
    10
   ]
  },
  {
   "canonical": "BullishPercentIndex",
   "native": "BullishPercentIndex",
   "params": [],
   "extra": "on_buy_signal"
  },
  {
   "canonical": "CumulativeVolumeIndex",
   "native": "CumulativeVolumeIndex",
   "params": []
  },
  {
   "canonical": "HighLowIndex",
   "native": "HighLowIndex",
   "params": [
    10
   ]
  },
  {
   "canonical": "McClellanOscillator",
   "native": "McClellanOscillator",
   "params": []
  },
  {
   "canonical": "McClellanSummationIndex",
   "native": "McClellanSummationIndex",
   "params": []
  },
  {
   "canonical": "NewHighsNewLows",
   "native": "NewHighsNewLows",
   "params": []
  },
  {
   "canonical": "PercentAboveMa",
   "native": "PercentAboveMa",
   "params": [],
   "extra": "above_ma"
  },
  {
   "canonical": "TickIndex",
   "native": "TickIndex",
   "params": []
  },
  {
   "canonical": "Trin",
   "native": "Trin",
   "params": []
  },
  {
   "canonical": "UpDownVolumeRatio",
   "native": "UpDownVolumeRatio",
   "params": []
  }
 ],
 "trade": [
  {
   "canonical": "AmihudIlliquidity",
   "native": "AmihudIlliquidity",
   "params": [
    20
   ]
  },
  {
   "canonical": "CumulativeVolumeDelta",
   "native": "CumulativeVolumeDelta",
   "params": []
  },
  {
   "canonical": "Pin",
   "native": "Pin",
   "params": [
    20
   ]
  },
  {
   "canonical": "RollMeasure",
   "native": "RollMeasure",
   "params": [
    20
   ]
  },
  {
   "canonical": "SignedVolume",
   "native": "SignedVolume",
   "params": []
  },
  {
   "canonical": "TradeImbalance",
   "native": "TradeImbalance",
   "params": [
    20
   ]
  },
  {
   "canonical": "TradeSignAutocorrelation",
   "native": "TradeSignAutocorrelation",
   "params": [
    20
   ]
  },
  {
   "canonical": "Vpin",
   "native": "Vpin",
   "params": [
    5000.0,
    10
   ]
  }
 ],
 "trademid": [
  {
   "canonical": "KylesLambda",
   "native": "KylesLambda",
   "params": [
    20
   ]
  },
  {
   "canonical": "RealizedSpread",
   "native": "RealizedSpread",
   "params": [
    20
   ]
  },
  {
   "canonical": "EffectiveSpread",
   "native": "EffectiveSpread",
   "params": []
  }
 ],
 "ob": [
  {
   "canonical": "DepthSlope",
   "native": "DepthSlope",
   "params": []
  },
  {
   "canonical": "Microprice",
   "native": "Microprice",
   "params": []
  },
  {
   "canonical": "OrderBookImbalanceFull",
   "native": "OrderBookImbalanceFull",
   "params": []
  },
  {
   "canonical": "OrderBookImbalanceTop1",
   "native": "OrderBookImbalanceTop1",
   "params": []
  },
  {
   "canonical": "OrderBookImbalanceTopN",
   "native": "OrderBookImbalanceTopN",
   "params": [
    5
   ]
  },
  {
   "canonical": "OrderFlowImbalance",
   "native": "OrderFlowImbalance",
   "params": [
    20
   ]
  },
  {
   "canonical": "QuotedSpread",
   "native": "QuotedSpread",
   "params": []
  }
 ]
}