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Sorry for my bad explanation
I want to recalculate funding from orderbook and oracle price, with documentation and my test I succeed to pass from orderbook to instant premium
But cannot see formula in doc to pass from instant premium to average premium index
(Not single instant premium but with historical)
Is not a simple rolling average of 1 hour or sample every 5second or sample 5 second from the beginning of hour
Sorry for my bad explanation
I want to recalculate funding from orderbook and oracle price, with documentation and my test I succeed to pass from orderbook to instant premium
But cannot see formula in doc to pass from instant premium to average premium index
(Not single instant premium but with historical)
Is not a simple rolling average of 1 hour or sample every 5second or sample 5 second from the beginning of hour
That was precisely my aim to be able to switch from the instant premium value to the average premium index value.
But why isn’t that possible?
That was precisely my aim to be able to switch from the instant premium value to the average premium index value.
But why isn’t that possible?
Do you know the exact formula to calculate average premium index from instant premium ? (Is not precise in doc)
Do you know the exact formula to calculate average premium index from instant premium ? (Is not precise in doc)
Are people succeed to recalculate average premium index from instant premium ?
Because how to pass exactly from instant premium to average premium is not clear in documentation
"The premium is sampled every 5 seconds and averaged over the hour" is not clear because if we do rolling mean of every 5 seconds for 1 hour or from begining of hour that stay with big error
Are people succeed to recalculate average premium index from instant premium ?
Because how to pass exactly from instant premium to average premium is not clear in documentation
"The premium is sampled every 5 seconds and averaged over the hour" is not clear because if we do rolling mean of every 5 seconds for 1 hour or from begining of hour that stay with big error
Are people succeed to recalculate average premium index from instant premium ?
Because how to pass exactly from instant premium to average premium is not clear in documentation
"The premium is sampled every 5 seconds and averaged over the hour" is not clear because if we do rolling mean of every 5 seconds for 1 hour or from begining of hour that stay with big error ?
Are people succeed to recalculate average premium index from instant premium ?
Because how to pass exactly from instant premium to average premium is not clear in documentation
"The premium is sampled every 5 seconds and averaged over the hour" is not clear because if we do rolling mean of every 5 seconds for 1 hour or from begining of hour that stay with big error ?
Are there helper or hl labs that know exact formula (not written in doc)? and tell me why there are no timestamp on ctx websocket ?
Are there helper or hl labs that know exact formula (not written in doc)? and tell me why there are no timestamp on ctx websocket ?
I want to talk about doc precision missing and another for wesocket timestamp missing
How to get the role to talk in <#1030196642508447785> ? Or are there better place to talk about this ?
I want to talk about doc precision missing and another for wesocket timestamp missing
How to get the role to talk in <#1030196642508447785> ? Or are there better place to talk about this ?
Is there doc that more precise than actual ?
Because it's missing formula, what variable in endpoint and what is it
And I think I missing other thing
I cannot write in <#1030196642508447785>
Is there doc that more precise than actual ?
Because it's missing formula, what variable in endpoint and what is it
And I think I missing other thing
I cannot write in <#1030196642508447785>
Are people succeed to recalculate funding from instant premium ?
Because how to pass exactly from instant premium to average premium ? This is not clear in documentation
When I get data from activeAssetCtx WS we get oracleprice,funding,premium,impactbid, impactask and other variable not useful for calculation
It missing timestamp (why ?) That terrible if we want to go from L3-L2-L1 book to calculate impactbid/ask and compare to ws
"The premium is sampled every 5 seconds and averaged over the hour" is not clear because if we do rolling mean of every 5 seconds for 1 hour or from begining of hour that stay with big error
And due to timestamp missing how to be precise ?
If you want to see the code I use:
pastebin [.] com/DZ8MbZbS
Are people succeed to recalculate funding from instant premium ?
Because how to pass exactly from instant premium to average premium ? This is not clear in documentation
When I get data from activeAssetCtx WS we get oracleprice,funding,premium,impactbid, impactask and other variable not useful for calculation
It missing timestamp (why ?) That terrible if we want to go from L3-L2-L1 book to calculate impactbid/ask and compare to ws
"The premium is sampled every 5 seconds and averaged over the hour" is not clear because if we do rolling mean of every 5 seconds for 1 hour or from begining of hour that stay with big error
And due to timestamp missing how to be precise ?
If you want to see the code I use:
pastebin [.] com/DZ8MbZbS
Hyperliquid