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:
@@ -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"
|
||||
|
||||
Reference in New Issue
Block a user