FundingRateUpdate

FundingRateUpdate represents the current funding rate for a perpetual swap instrument. It can also include the funding interval and the next funding timestamp when the venue publishes them.

Fields

Field	Rust type	Python type	Required/default	Notes
`instrument_id`	`InstrumentId`	`InstrumentId`	Required	Perpetual instrument for the rate.
`rate`	`Decimal`	`Decimal`	Required	Current funding rate.
`interval`	`Option<u16>`	`int \| None`	`None`	Funding interval in minutes.
`next_funding_ns`	`Option<UnixNanos>`	`int \| None`	`None`	Next funding timestamp in nanoseconds.
`ts_event`	`UnixNanos`	`int`	Required	Event timestamp in nanoseconds.
`ts_init`	`UnixNanos`	`int`	Required	Initialization timestamp in nanoseconds.

Behavior

Equality and hashing use instrument ID, rate, interval, and next funding time.
Funding rates are reference data and do not imply a payment was applied.
Use interval and next_funding_ns only when the venue publishes them.

Example

use nautilus_core::UnixNanos;
use nautilus_model::{data::FundingRateUpdate, identifiers::InstrumentId};
use rust_decimal::Decimal;

let funding = FundingRateUpdate::new(
    InstrumentId::from("BTCUSDT-PERP.BINANCE"),
    Decimal::new(1, 4),
    Some(480),
    Some(UnixNanos::from(1_000_008_000)),
    UnixNanos::from(1_000_000_000),
    UnixNanos::from(1_000_000_100),
);

MarkPriceUpdate covers mark prices for derivatives.
IndexPriceUpdate covers index reference prices.
Python API Reference lists Python members.

FundingRateUpdate

Fields

Behavior

Example

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