OpenInterestEntry

Documentation for eth_defi.derive.api.OpenInterestEntry Python class.

class OpenInterestEntry

Bases: object

A daily on-chain snapshot for a Derive perpetual instrument.

Contains open interest, mark price (perp price), and index price read from on-chain view functions via Multicall3 at daily intervals.

Attributes summary

instrument
timestamp
timestamp_ms
open_interest
perp_price
index_price

Methods summary

__init__(instrument, timestamp, ...[, ...])

__init__(instrument, timestamp, timestamp_ms, open_interest, perp_price=None, index_price=None)

Parameters

• instrument (str) –

• timestamp (datetime.datetime) –

• timestamp_ms (int) –

• open_interest (decimal.Decimal) –

• perp_price (Optional[decimal.Decimal]) –

• index_price (Optional[decimal.Decimal]) –

Return type

None