feat(strategies): add funding-capture and basis model

[Miraclechukwuemeka]

Summary

Add accrueFunding() and computeBasis() to packages/strategies, modelling funding payments on the short leg and the spot-versus-derivative basis so strategies can account for carry over a simulation.

Changes

packages/strategies/src/types.ts

• New FundingRate interface, { ratePerSecond: FixedPointDecimal }, reusing the existing FixedPointDecimal model rather than a parallel rate type.
• New FundingPosition interface, { notional: FixedPointDecimal }, holding the absolute short-leg size. Named to avoid colliding with the portfolio's own Position.

packages/strategies/src/funding.ts (new file)

• accrueFunding(position, fundingRate, elapsedSeconds) returns notional × ratePerSecond × elapsed / STROOPS_PER_UNIT as a FixedPointDecimal. Entirely bigint arithmetic, no floats.
• computeBasis(spot, derivativePrice) returns spot - derivativePrice as a FixedPointDecimal. Positive means backwardation, negative means contango.
• Sign convention (documented in JSDoc): a positive rate means the short leg receives, a negative rate means the short leg pays.

packages/strategies/src/index.ts

• Re-exports everything from ./funding.

packages/strategies/src/funding.test.ts (new file)

• Sign conventions: positive, negative and zero rate
• Linearity with respect to elapsed seconds and notional
• Full 7-decimal precision, sub-stroop truncation
• RangeError on negative elapsedSeconds
• All four acceptance criteria from the issue

Acceptance criteria

• Funding accrual matches sign conventions and is documented
• Basis computed as spot-derivative delta
• Consumes the existing funding-rate model, no parallel rate type
• No floats, unit-tested

Test plan

• pnpm lint and pnpm typecheck pass across the workspace
• pnpm --filter @meridian/strategies test passes, 11 files and 218 tests
• packages/strategies coverage passes its thresholds, with funding.ts fully covered
• prettier --check passes on the new files

Closes #927

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[collinsezedike]

@Miraclechukwuemeka thank you for the funding-capture and basis model. I verified the accrual keeps every step in bigint stroops, that the single division by STROOPS_PER_UNIT leaves notional × ratePerSecond × elapsedSeconds exact, that a negative elapsedSeconds raises, and that computeBasis returns the spot-minus-derivative delta at full precision.

I rebased the branch onto main and fixed three things before landing. The branch declared its own Position interface in types.ts, and portfolio.ts already exports a different Position, so index.ts re-exported the name twice and the package failed to typecheck with TS2308. I renamed the funding one to FundingPosition. The two new files also carried ten em dashes in comments, which I rewrote to comply with the repository's writing rules. Prettier then reformatted three over-long lines.

packages/strategies is at 11 files and 218 tests, with funding.ts fully covered. Merging now.

[collinsezedike]

@Miraclechukwuemeka your work is merged into main. If Meridian is useful to you, a star on the repository helps the project keep attracting contributors: https://github.com/drydocs/meridian. There are more open issues whenever you want to pick up another one.