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