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PairState

Per-pair runtime state: open interest, funding accumulator, current funding rate.

Definition

class PairState(TypedDict):
    long_oi: Quantity
    short_oi: Quantity
    funding_per_unit: FundingPerUnit
    funding_rate: FundingRate

Fields

long_oi — Quantity. Long-side open interest.

short_oi — Quantity. Short-side open interest.

funding_per_unit — FundingPerUnit. Funding accumulator (per-unit funding accrual since pair creation).

funding_rate — FundingRate. Current funding rate (per Param.funding_period).

See also