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MarketState

af_iperps::market

Struct MarketState 

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pub struct MarketState {
    pub cum_funding_rate_long: IFixed,
    pub cum_funding_rate_short: IFixed,
    pub funding_last_upd_ms: u64,
    pub premium_twap: IFixed,
    pub premium_twap_last_upd_ms: u64,
    pub spread_twap: IFixed,
    pub spread_twap_last_upd_ms: u64,
    pub gas_price_mean: IFixed,
    pub gas_price_variance: IFixed,
    pub gas_price_last_upd_ms: u64,
    pub open_interest: IFixed,
    pub fees_accrued: IFixed,
}
Expand description

The state of a perpetuals market.

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§cum_funding_rate_long: IFixed

The latest cumulative funding premium in this market for longs. Must be updated periodically.

§cum_funding_rate_short: IFixed

The latest cumulative funding premium in this market for shorts. Must be updated periodically.

§funding_last_upd_ms: u64

The timestamp (millisec) of the latest cumulative funding premium update (both longs and shorts).

§premium_twap: IFixed

The last calculated funding premium TWAP (used for funding settlement).

§premium_twap_last_upd_ms: u64

The timestamp (millisec) of the last update of premium_twap.

§spread_twap: IFixed

The last calculated spread TWAP (used for liquidations). Spread is (book - index).

§spread_twap_last_upd_ms: u64

The timestamp (millisec) of spread_twap last update.

§gas_price_mean: IFixed

Gas price TWAP mean. It is used to calculate the penalty to add to taker fees based on the Z-score of the current gas price relative to the smoothed mean and variance.

§gas_price_variance: IFixed

Gas price TWAP variance. It is used to calculate the penalty to add to taker fees based on the Z-score of the current gas price relative to the smoothed mean and variance.

§gas_price_last_upd_ms: u64

The timestamp (millisec) of the last update of gas_price_mean and gas_price_variance.

§open_interest: IFixed

Open interest (in base tokens) as a fixed-point number. Counts the total size of contracts as the sum of all long positions.

§fees_accrued: IFixed

Total amount of fees accrued by this market (in T’s units) Only admin can withdraw these fees.

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impl MarketState

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pub fn unrealized_funding(&self, pos: &Position) -> IFixed

Convenience method for computing a position’s unrealized funding.

Forwards to Position::unrealized_funding.

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impl MarketState

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pub fn new( cum_funding_rate_long: IFixed, cum_funding_rate_short: IFixed, funding_last_upd_ms: u64, premium_twap: IFixed, premium_twap_last_upd_ms: u64, spread_twap: IFixed, spread_twap_last_upd_ms: u64, gas_price_mean: IFixed, gas_price_variance: IFixed, gas_price_last_upd_ms: u64, open_interest: IFixed, fees_accrued: IFixed, ) -> Self

Constructs a new MarketState.

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impl MarketState

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pub fn move_instance(self, address: Address) -> MoveInstance<Self>

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pub fn type_(address: Address) -> MarketStateTypeTag

Trait Implementations§

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impl Clone for MarketState

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fn clone(&self) -> MarketState

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for MarketState

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for MarketState

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Display for MarketState

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Hash for MarketState

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fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher. Read more
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fn hash_slice<H>(data: &[Self], state: &mut H)
where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher. Read more
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impl MoveStruct for MarketState

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type StructTag = MarketStateTypeTag

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impl MoveType for MarketState

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type TypeTag = MarketStateTypeTag

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fn from_bcs(bytes: &[u8]) -> Result<Self, Error>

Deserialize the contents of the Move type from BCS bytes.
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fn into_bcs(self) -> Result<Vec<u8>, Error>

Consuming version of to_bcs.
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fn to_bcs(&self) -> Result<Vec<u8>, Error>

Serialize the contents of the Move type to BCS bytes.
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fn into_json(self) -> Value

Consuming version of to_json.
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fn to_json(&self) -> Value

Serialize the contents of the Move type to JSON. Read more
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impl PartialEq for MarketState

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fn eq(&self, other: &MarketState) -> bool

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl Serialize for MarketState

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more
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impl StaticModule for MarketState

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fn module() -> Identifier

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impl StaticName for MarketState

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fn name() -> Identifier

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impl StaticTypeParams for MarketState

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fn type_params() -> Vec<TypeTag>

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impl Tabled for MarketState

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const LENGTH: usize

A length of fields and headers, which must be the same.
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fn fields(&self) -> Vec<Cow<'_, str>>

Fields method must return a list of cells. Read more
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fn headers() -> Vec<Cow<'static, str>>

Headers must return a list of column names.
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impl Eq for MarketState

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impl StructuralPartialEq for MarketState

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