docs: add GLD pricing and underlying selector roadmap items

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Bu5hm4nn
2026-03-28 08:53:02 +01:00
parent e70e677612
commit ff251b5ace
5 changed files with 99 additions and 2 deletions

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id: PRICING-002
title: GLD/GC=F Basis Display
status: backlog
priority: P1
size: M
depends_on:
- PRICING-001
acceptance_criteria:
- Overview page shows both GLD implied spot and GC=F adjusted for comparison
- Basis indicator visible with threshold-based coloring (green < 25bps, yellow 25-50bps, red > 50bps)
- Warning displayed when basis exceeds normal bounds
- After-hours pricing gap noted when GLD is stale vs GC=F
- Display "last regular session close" vs "current futures indication" where appropriate
notes:
- GLD only trades US market hours (9:30 AM - 4 PM ET)
- GC=F trades 23 hours/day, 6 days/week
- Contango is typically ~$10/oz, causing GLD to appear at "discount" vs GC=F/10
- During stress (backwardation), GLD can appear at "premium"
implementation_hints:
- Add basis calculation to price display logic
- Use GLD price / GLD_OUNCES_PER_SHARE for implied spot
- Use GC=F - contango_estimate for fair value comparison
- Consider adding a small info tooltip explaining basis