feat: derivatives funding & open-interest indicators (part 1 of 3) (#126)
* feat(derivatives): DerivativesTick input type + InvalidDerivatives error * feat(derivatives): FundingRate indicator (core) * feat(derivatives): FundingRateMean indicator (core) * feat(derivatives): FundingRateZScore indicator (core) * feat(derivatives): FundingBasis indicator (core) * feat(derivatives): OpenInterestDelta indicator (core) * feat(derivatives): Python, Node and WASM bindings for funding & OI-delta indicators * test(derivatives): Python and Node tests for funding & OI-delta indicators * bench(derivatives): synthetic-tick bench + derivatives fuzz target * docs(derivatives): README family row + counter 232->237, CHANGELOG entry
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@@ -7,6 +7,20 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
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## [Unreleased]
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### Added
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- **Derivatives family — funding & open interest (part 1).** A new family of
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indicators that consume a perpetual / futures tick (`DerivativesTick`,
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bundling funding rate, mark / index / futures price, open interest,
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positioning, taker flow and liquidations) rather than OHLCV, exposed in Rust,
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Python, Node and WASM:
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- **Funding Rate** — the current perpetual funding rate.
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- **Funding Rate Mean** — the rolling mean funding rate over a window.
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- **Funding Rate Z-Score** — the latest funding rate in standard deviations
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from its rolling mean.
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- **Funding Basis** — the perpetual's relative premium to spot,
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`(markPrice − indexPrice) / indexPrice`.
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- **Open-Interest Delta** — the tick-over-tick change in open interest.
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## [0.4.3] - 2026-06-01
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### Added
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