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
This commit is contained in:
kingchenc
2026-06-01 21:26:37 +02:00
committed by GitHub
parent fae60e0d54
commit 5eb820a9c7
24 changed files with 2317 additions and 32 deletions
+7
View File
@@ -73,6 +73,13 @@ test = false
doc = false
bench = false
[[bin]]
name = "indicator_update_derivatives"
path = "fuzz_targets/indicator_update_derivatives.rs"
test = false
doc = false
bench = false
[[bin]]
name = "tick_aggregator"
path = "fuzz_targets/tick_aggregator.rs"