class_docstr: Model slippage for futures contracts according to the following formula:
  
      new_price = price + (price * MI / 10000),
  
  where 'MI' is market impact, which is defined as:
  
      MI = eta * sigma * sqrt(psi)
  
  Eta is a constant which varies by root symbol.
  Sigma is 20-day annualized volatility.
  Psi is the volume traded in the given bar divided by 20-day ADV.
  
  Parameters
  ----------
  volume_limit : float
      Maximum percentage (as a decimal) of a bar's total volume that can be
      traded.
  eta : float or dict
      Constant used in the market impact formula. If given a float, the eta
      for all futures contracts is the same. If given a dictionary, it must
      map root symbols to the eta for contracts of that symbol.
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code: def get_txn_volume(self, data, order):
      volume = data.current(order.asset, "volume")
      return volume * self.volume_limit
  
imports: from __future__ import division
  from abc import abstractmethod
  import math
  import numpy
  from pandas import isnull
  from six import with_metaclass
  from toolz import merge
  from catalyst.assets import Equity, Future
  from catalyst.errors import HistoryWindowStartsBeforeData
  from catalyst.finance.constants import ROOT_SYMBOL_TO_ETA
  from catalyst.finance.shared import AllowedAssetMarker, FinancialModelMeta
  from catalyst.finance.transaction import create_transaction
  from catalyst.utils.cache import ExpiringCache
  from catalyst.utils.dummy import DummyMapping
label_desc: Use image node_id 4 for calling the VolatilityVolumeShare obj's underlying member method code with example usage: obj.get_txn_volume(data, order) and returns: unknown