Perp Funding Implied Yield

Recomputes a perpetual-contract funding rate and its simple-annualized implied yield from caller-declared inputs, for either of two declared funding-mechanism variants: offshore-8h-twap (a continuous TWAP-sampled premium-index-plus-interest-rate-differential-clamp formula, the shape observed on offshore crypto perpetual venues) or kalshi-periodic (a simpler point-in-time price-differential reset, modeled against the CFTC's 2026 regulated-perpetual-contract framework). The funding mechanism, and every numeric parameter of it (interval length, clamp bound), is always a declared input, never an assumed default. An optional prev_funding_hash chains this print to its predecessor's own execution_hash, turning a series of same-pair prints into a walkable, cryptographically bound funding history. Complements the landed Prediction Market Artifact Validator (T631) in copy only, with no file overlap: that tool validates settlement artifacts for event markets, this one recomputes the ongoing funding-rate carry on a perpetual position. Verify-only: recomputes a caller-declared formula from caller-declared inputs, never fetches a live market price or a venue's actual current funding print, and never asserts that any venue's own published print matches this recompute. A declared input outside the domain (invalid mechanism, non-positive price, malformed prior-print hash, etc.) is rejected by name, never silently clamped or coerced.

Tool URL: https://ainumbers.co/chaingraph/art-654-perp-funding-implied-yield.html AP2/Policy Mandate export: yes