alpaca_data/options/
model.rs

1use rust_decimal::Decimal;
2use serde::{Deserialize, Serialize};
3
4#[derive(Clone, Debug, Default, PartialEq, Serialize, Deserialize)]
5pub struct Bar {
6    pub t: Option<String>,
7    #[serde(
8        default,
9        deserialize_with = "alpaca_core::decimal::deserialize_option_decimal_from_string_or_number"
10    )]
11    pub o: Option<Decimal>,
12    #[serde(
13        default,
14        deserialize_with = "alpaca_core::decimal::deserialize_option_decimal_from_string_or_number"
15    )]
16    pub h: Option<Decimal>,
17    #[serde(
18        default,
19        deserialize_with = "alpaca_core::decimal::deserialize_option_decimal_from_string_or_number"
20    )]
21    pub l: Option<Decimal>,
22    #[serde(
23        default,
24        deserialize_with = "alpaca_core::decimal::deserialize_option_decimal_from_string_or_number"
25    )]
26    pub c: Option<Decimal>,
27    pub v: Option<u64>,
28    pub n: Option<u64>,
29    #[serde(
30        default,
31        deserialize_with = "alpaca_core::decimal::deserialize_option_decimal_from_string_or_number"
32    )]
33    pub vw: Option<Decimal>,
34}
35
36#[derive(Clone, Debug, Default, PartialEq, Serialize, Deserialize)]
37pub struct Quote {
38    pub t: Option<String>,
39    pub bx: Option<String>,
40    #[serde(
41        default,
42        deserialize_with = "alpaca_core::decimal::deserialize_option_decimal_from_string_or_number"
43    )]
44    pub bp: Option<Decimal>,
45    pub bs: Option<u64>,
46    pub ax: Option<String>,
47    #[serde(
48        default,
49        deserialize_with = "alpaca_core::decimal::deserialize_option_decimal_from_string_or_number"
50    )]
51    pub ap: Option<Decimal>,
52    #[serde(rename = "as")]
53    pub r#as: Option<u64>,
54    pub c: Option<String>,
55}
56
57#[derive(Clone, Debug, Default, PartialEq, Serialize, Deserialize)]
58pub struct Trade {
59    pub t: Option<String>,
60    pub x: Option<String>,
61    #[serde(
62        default,
63        deserialize_with = "alpaca_core::decimal::deserialize_option_decimal_from_string_or_number"
64    )]
65    pub p: Option<Decimal>,
66    pub s: Option<u64>,
67    pub c: Option<String>,
68}
69
70#[derive(Clone, Debug, Default, PartialEq, Serialize, Deserialize)]
71pub struct Greeks {
72    #[serde(
73        default,
74        deserialize_with = "alpaca_core::decimal::deserialize_option_decimal_from_string_or_number"
75    )]
76    pub delta: Option<Decimal>,
77    #[serde(
78        default,
79        deserialize_with = "alpaca_core::decimal::deserialize_option_decimal_from_string_or_number"
80    )]
81    pub gamma: Option<Decimal>,
82    #[serde(
83        default,
84        deserialize_with = "alpaca_core::decimal::deserialize_option_decimal_from_string_or_number"
85    )]
86    pub rho: Option<Decimal>,
87    #[serde(
88        default,
89        deserialize_with = "alpaca_core::decimal::deserialize_option_decimal_from_string_or_number"
90    )]
91    pub theta: Option<Decimal>,
92    #[serde(
93        default,
94        deserialize_with = "alpaca_core::decimal::deserialize_option_decimal_from_string_or_number"
95    )]
96    pub vega: Option<Decimal>,
97}
98
99#[derive(Clone, Debug, Default, PartialEq, Serialize, Deserialize)]
100pub struct Snapshot {
101    #[serde(rename = "latestTrade")]
102    pub latest_trade: Option<Trade>,
103    #[serde(rename = "latestQuote")]
104    pub latest_quote: Option<Quote>,
105    #[serde(rename = "minuteBar")]
106    pub minute_bar: Option<Bar>,
107    #[serde(rename = "dailyBar")]
108    pub daily_bar: Option<Bar>,
109    #[serde(rename = "prevDailyBar")]
110    pub prev_daily_bar: Option<Bar>,
111    pub greeks: Option<Greeks>,
112    #[serde(
113        rename = "impliedVolatility",
114        default,
115        deserialize_with = "alpaca_core::decimal::deserialize_option_decimal_from_string_or_number"
116    )]
117    pub implied_volatility: Option<Decimal>,
118}
alpaca_data/options/model.rs

alpaca_data/options/
model.rs
