parse_perpetual_to_funding_rate

nautilus_deribit::websocket::parse

Function parse_perpetual_to_funding_rate 

Source 
pub fn parse_perpetual_to_funding_rate(
    msg: &DeribitPerpetualMsg,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Option<FundingRateUpdate>
Expand description

Parses a Deribit perpetual channel message into a Nautilus FundingRateUpdate.

The perpetual channel (perpetual.{instrument}.{interval}) provides dedicated funding rate updates with the interest field representing the current funding rate.