Funding and open interest

// Funding, annualised from the hourly rate, and open interest in USD, as of each bar: the last 5-minute sample before it closed.
indicator('Funding and open interest');

const chart = bars();
const perp = derivatives();

const funding = plot.histogram('Funding % a year', { precision: 2 });
// A pane of its own: funding (a few percent) and open interest (billions) share no scale.
const oi = plot.line('Open interest $', { pane: 'oi' });

chart.onBar(() => {
  if (!perp.available) return;
  funding.set(perp.funding * 24 * 365 * 100, perp.funding >= 0 ? color.up : color.down);
  oi.set(perp.openInterestUsd);
});