@somnia-chain/markets-sdk

@somnia-chain/markets-sdk / index / FundingRateCandle

Type Alias: FundingRateCandle

FundingRateCandle = object

Defined in: packages/sdk/src/perp/history.ts:330

A funding-rate rollup bucket (mirror of the indexer FundingRateCandle) — for charting ranges the raw series is too dense for.

Each bucket is built by distributing every settlement across the buckets its covered span overlaps, weighted by seconds and normalized to a fixed per-8h axis. That is not an implementation detail: crediting a lazily-settled emit to the bucket containing its log renders a phantom spike of however many intervals it accrued, while the buckets the funding actually applied to render as paused. At the live hourly cadence an hourly bucket holds exactly ONE interval, so even a two-interval emit doubles one bucket and empties its neighbour.

Properties

id

id: string

Defined in: packages/sdk/src/perp/history.ts:332

Bucket id (${pool}_${intervalSeconds}_${bucketStart}).

pool

pool: string

Defined in: packages/sdk/src/perp/history.ts:333

intervalSeconds

intervalSeconds: number

Defined in: packages/sdk/src/perp/history.ts:335

3600 | 14400 | 86400.

bucketStart

bucketStart: string

Defined in: packages/sdk/src/perp/history.ts:337

Bucket start (unix seconds).

avgFundingRate8h

avgFundingRate8h: string

Defined in: packages/sdk/src/perp/history.ts:344

Seconds-weighted mean rate, already on a per-8h basis, and zero-filled: seconds no settlement covered pull the mean toward zero rather than being dropped. So a partially covered bucket reads BELOW the rate that was in force — read coverage to tell that apart from a genuinely small rate.

minFundingRate8h

minFundingRate8h: string | null

Defined in: packages/sdk/src/perp/history.ts:350

Extremes over CONTRIBUTING settlements only — undiluted by coverage and NOT zero-filled, so they can legitimately sit outside avgFundingRate8h on a thinly covered bucket. Null when no settlement's span reached this bucket.

maxFundingRate8h

maxFundingRate8h: string | null

Defined in: packages/sdk/src/perp/history.ts:351

coverage

coverage: string

Defined in: packages/sdk/src/perp/history.ts:357

Covered seconds / bucket seconds, 1e18-scaled — a true ratio in [0, 1]. This is what a chart should hatch or grey on: a bucket at avgFundingRate8h: 0 with low coverage is a PAUSE, not a measurement of zero funding.

cumulativeFundingStart

cumulativeFundingStart: string

Defined in: packages/sdk/src/perp/history.ts:375

Cumulative funding index at this bucket's wall-clock START and END, attributed by covered seconds — the same basis as avgFundingRate8h.

Two exact properties follow, and both are what this pair is for:

  • Sparse buckets telescope. cumulativeFundingEnd equals the next existing bucket's cumulativeFundingStart, even across a gap no settlement covered — the index is flat over uncovered time, so there is nothing to attribute.
  • Range sums are exact. sum(end - start) over any set of buckets is the funding that accrued over them; see realizedFundingPerBase.

These are ATTRIBUTION values, not chain samples. A catch-up settlement's whole span is spread across the buckets it covered rather than booked at its log, so an interior edge deliberately will NOT equal any FundingRateUpdate.cumulativeFundingPerUnit. Use client.listFundingRateHistory when you want the sampled series itself.

cumulativeFundingEnd

cumulativeFundingEnd: string

Defined in: packages/sdk/src/perp/history.ts:376

fundingWindowSec

fundingWindowSec: number

Defined in: packages/sdk/src/perp/history.ts:378

Params at the bucket's last settlement; paramsChangedInBucket flags a mid-bucket change.

fundingIntervalSec

fundingIntervalSec: number

Defined in: packages/sdk/src/perp/history.ts:379

paramsChangedInBucket

paramsChangedInBucket: boolean

Defined in: packages/sdk/src/perp/history.ts:380

indexPriceEnd

indexPriceEnd: string | null

Defined in: packages/sdk/src/perp/history.ts:381

openInterestEnd

openInterestEnd: string | null

Defined in: packages/sdk/src/perp/history.ts:382

updateCount

updateCount: number

Defined in: packages/sdk/src/perp/history.ts:384

How many settlements contributed to this bucket.