Source code for mlthon.instruments.perpetual
from mlthon.instruments.instrument import Instrument
[docs]class Perpetual(Instrument):
def __init__(self, underlying_ins_id: int = None, funding_rate_settlement_interval_ms: int = None, **kwargs):
"""
Construct a new Perpetual object.
Parameters
----------
underlying_ins_id: int
underlying instrument ID.
funding_rate_settlement_interval_ms: int
interval at which funding rate is settled, meaning either shorts pay longs or vice versa
kwargs: dict
the arguments for base class Instrument
"""
super(Perpetual, self).__init__(**kwargs) # initialize its base class with the other named arguments
self.underlying_ins_id_ = underlying_ins_id
self.funding_rate_settlement_interval_ms_ = funding_rate_settlement_interval_ms
[docs] def get_underlying_ins_id(self):
return self.underlying_ins_id_
[docs] def get_funding_rate_settlement_interval_ms(self):
return self.funding_rate_settlement_interval_ms_