FundingRateUpdate

FundingRateUpdate represents the funding rate for a perpetual swap instrument. It can also include the funding interval and 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

• Funding rates are cached by instrument when received.
• 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),
);

from decimal import Decimal

from nautilus_trader.model import FundingRateUpdate
from nautilus_trader.model import InstrumentId

funding = FundingRateUpdate(
    instrument_id=InstrumentId.from_str("BTCUSDT-PERP.BINANCE"),
    rate=Decimal("0.0001"),
    ts_event=1_000_000_000,
    ts_init=1_000_000_100,
    interval=480,
    next_funding_ns=1_000_008_000,
)

Related guides

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