Add a "perpetual_future" mkt info type
parent
e68c55e9bd
commit
4c4787ce58
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@ -40,6 +40,7 @@ from ._mktinfo import (
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MktPair,
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Symbol,
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unpack_fqme,
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_derivs as DerivTypes,
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)
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from ._allocate import (
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mk_allocator,
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@ -65,6 +66,7 @@ __all__ = [
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'open_pps',
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'open_trade_ledger',
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'unpack_fqme',
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'DerivTypes',
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]
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@ -39,6 +39,7 @@ from typing import (
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from ..data.types import Struct
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# TODO: make these literals..
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_underlyings: list[str] = [
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'stock',
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'bond',
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@ -52,6 +53,7 @@ _derivs: list[str] = [
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'swap',
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'future',
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'continuous_future',
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'perpetual_future',
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'option',
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'futures_option',
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@ -540,10 +542,15 @@ class MktPair(Struct, frozen=True):
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# TODO: BACKWARD COMPAT, TO REMOVE?
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@property
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def type_key(self) -> str:
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# if set explicitly then use it!
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if self._atype:
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return self._atype
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if isinstance(self.dst, Asset):
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return str(self.dst.atype)
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return self._atype
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return 'unknown'
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@property
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def price_tick_digits(self) -> int:
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