from datetime import datetime
from pydantic import Field
from serenity_types.refdata.derivatives import ListedDerivative, PayoffType, Expiry
[docs]
class Future(ListedDerivative):
"""
An exchange-listed futures contract.
"""
expiry: Expiry = Field(
deprecated=True,
description="(DEPRECATED) Refers to expiry_datetime instead"
)
expiry_datetime: datetime
"""
Expiration datetime for this particular term futures contract.
"""
payoff_type: PayoffType
"""
Whether the contract tracks the price movement (LINEAR) or its mirror image (INVERSE).
"""
[docs]
class Perpetual(ListedDerivative):
"""
An exchange-listed perpetual future, sometimes referred to as a swap.
"""
payoff_type: PayoffType
"""
Whether the contract tracks the price movement (LINEAR) or its mirror image (INVERSE).
"""