/**
 * Historical funding rate tracking.
 *
 * Stores funding rate snapshots as JSONL files in ~/.perp/funding-rates/
 * organized by month (YYYY-MM.jsonl). Provides averaging and trend analysis
 * over configurable time windows.
 */
import type { ExchangeFundingRate } from "./rates.js";
export interface FundingHistoryEntry {
    ts: string;
    symbol: string;
    exchange: string;
    rate: number;
    hourlyRate: number;
}
export interface HistoricalAverages {
    avg1h: number | null;
    avg8h: number | null;
    avg24h: number | null;
    avg7d: number | null;
}
export declare function cleanupOldFiles(): void;
export declare function _resetCleanupFlag(): void;
/**
 * Save current funding rates as a historical snapshot.
 * Deduplicates: skips entries if same symbol+exchange was saved within 5 minutes.
 */
export declare function saveFundingSnapshot(rates: ExchangeFundingRate[]): void;
/**
 * Get average funding rate for a symbol+exchange over the last N hours.
 * Returns null if no data available.
 */
export declare function getAvgFundingRate(symbol: string, exchange: string, hours: number): number | null;
/**
 * Get all historical rates for a symbol+exchange in a time range.
 */
export declare function getHistoricalRates(symbol: string, exchange: string, startTime: Date, endTime: Date): {
    ts: string;
    rate: number;
    hourlyRate: number;
}[];
/**
 * Get averaged rates for all symbols across time windows.
 * Returns a Map with key format "SYMBOL:exchange".
 */
export declare function getHistoricalAverages(symbols: string[], exchanges: string[]): Map<string, HistoricalAverages>;
/**
 * Calculate effective annualized return considering compounding frequency.
 *
 * All three main exchanges (HL, PAC, LT) compound every 1h (8760 times/year).
 *
 * Formula: (1 + rate)^(8760/compoundingHours) - 1
 *
 * @param hourlyRate - the per-hour funding rate
 * @param compoundingHours - how often the exchange compounds (1 for all main exchanges)
 * @returns effective annualized return as a decimal (not percentage)
 */
export declare function getCompoundedAnnualReturn(hourlyRate: number, compoundingHours: number): number;
/**
 * Get the compounding hours for an exchange.
 * All main exchanges (HL, PAC, LT) compound every 1h.
 */
export declare function getExchangeCompoundingHours(exchange: string): number;