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@CARTEL-L thank you for this. I am closing it instead of merging, because funding.ts landed on main in #951 and this PR is an add/add conflict against it on all six files.
The merged version uses FixedPointDecimal from types.ts, which is the package's stroops type and is already exported from the index. This PR declares its own interface FixedPointDecimal at funding.ts:4 under the same exported name, so the two cannot both be re-exported and the package would fail to compile with a duplicate export. index.ts here replaces the package's export list with a single line, and package.json and vitest.config.ts conflict with main as well.
Issue #864 is closed and is covered by the merged funding.ts. Several issues on the board are still open if you would like to pick up another one.
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Closes #864
Summary
Adds a funding-rate data model for representing periodic funding payments on perpetual and basis positions.
This implementation:
Changes
FundingRatedata model using fixed-point decimal rates.Test Plan
Commands Run
pnpm --filter @meridian/strategies test pnpm lint pnpm typecheck