LongShortRatio

Aggregate long size divided by aggregate short size — a crowd-positioning gauge straight off the venue's long/short feed.

Quick reference

Item	Value
Family	Derivatives
Input type	DerivativesTick — a perp / futures market tick
Output type	f64 (ratio)
Output range	>= 0; 0 when there are no shorts
Default parameters	none
Warmup period	1
Interpretation	Crowd positioning / contrarian extreme

Formula

longShortRatio = longSize / shortSize        (0 when shortSize == 0)

Stateless and O(1). See crates/wickra-core/src/indicators/long_short_ratio.rs.

Parameters

None. Construct with LongShortRatio::new().

Inputs / Outputs

Indicator<Input = DerivativesTick, Output = f64>. The bindings expose the two fields this indicator reads: update(long_size, short_size). Python / Node batch accept two equal-length arrays (long_size, short_size) and return a 1-D array; WASM is streaming-only.

Warmup

warmup_period() == 1; emits on the first tick.

Edge cases

• No shorts. When short_size == 0 the ratio is undefined and the indicator reports 0.0.
• Accounts or size. The same formula works whether the venue publishes account counts or aggregate position size — feed whichever you have, but consistently.

Examples

Rust

use wickra::{DerivativesTick, Indicator, LongShortRatio};

fn tick(long: f64, short: f64) -> DerivativesTick {
    DerivativesTick::new(0.0, 100.0, 100.0, 100.0, 0.0, long, short, 0.0, 0.0, 0.0, 0.0, 0)
        .unwrap()
}

let mut lsr = LongShortRatio::new();
assert_eq!(lsr.update(tick(600.0, 400.0)), Some(1.5));

Python

import wickra as ta

lsr = ta.LongShortRatio()
print(lsr.update(600.0, 400.0))  # 1.5

Node

const { LongShortRatio } = require('wickra');

const lsr = new LongShortRatio();
console.log(lsr.update(600, 400)); // 1.5

Interpretation

A ratio above 1 means longs outweigh shorts; below 1 the reverse. Extremes are a contrarian tell — an overwhelmingly long crowd is fuel for a long squeeze. Track its drift rather than its absolute level, since the baseline differs by venue and instrument.

Common pitfalls

• Zero reads as 0, not ∞. A market with no shorts returns 0.0 by convention; treat that as "undefined", not "minimum".
• Venue baselines differ. Compare a venue's ratio to its own history, not across venues with different sampling.

See also

• TakerBuySellRatio — aggressive-flow analogue.
• Indicators-Overview — the full taxonomy.