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Skip non-perpetual crypto futures (#23)
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Marinovsky authored Aug 30, 2024
1 parent d1703f1 commit 2c000fc
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Original file line number Diff line number Diff line change
Expand Up @@ -66,6 +66,13 @@ public IEnumerable<string> Get()
// Skip USDC perp and future contracts for now, they'll need some more implementation
continue;
}

if (symbol.InstrumentInfo.ContractType == "InverseFutures")
{
// Skip crypto futures that are not perpetual
continue;
}

yield return GetInstrumentInfoString(symbol.InstrumentInfo, symbol.SecurityType);
}
}
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