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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@@ -43,6 +43,15 @@ pub enum Error {
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/// non-finite price or negative size) was provided.
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#[error("invalid trade: {message}")]
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InvalidTrade { message: &'static str },
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/// A derivatives tick whose components do not satisfy the tick invariants
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/// (e.g. a non-positive price, a non-finite funding rate, or a negative
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/// size/volume/liquidation) was provided. Derivatives ticks (funding /
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/// open-interest / liquidation feeds) are a perpetual-futures input
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/// distinct from candles, order books and trades, so they surface as their
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/// own variant.
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#[error("invalid derivatives tick: {message}")]
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InvalidDerivatives { message: &'static str },
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}
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/// Convenience alias for `Result<T, wickra_core::Error>`.
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