ccdata_api/schemas/data_api/on_chain_dex.rs
1use serde::Deserialize;
2use crate::utils::Market;
3use crate::schemas::data_api::CCInstrumentStatus;
4
5
6/// The exchange to obtain data from.
7pub enum CCOCDEXMarket {
8 BALANCERV2,
9 CURVE,
10 PANCAKESWAPV2,
11 PANCAKESWAPV3,
12 SUSHISWAPV2,
13 SUSHISWAPV3,
14 UNISWAPV1,
15 UNISWAPV2,
16 UNISWAPV3,
17}
18
19impl Market for CCOCDEXMarket {
20 /// Converts enum value to `String`.
21 fn to_string(&self) -> String {
22 match self {
23 CCOCDEXMarket::BALANCERV2 => String::from("balancerv2"),
24 CCOCDEXMarket::CURVE => String::from("curve"),
25 CCOCDEXMarket::PANCAKESWAPV2 => String::from("pancakeswapv2"),
26 CCOCDEXMarket::PANCAKESWAPV3 => String::from("pancakeswapv3"),
27 CCOCDEXMarket::SUSHISWAPV2 => String::from("sushiswapv2"),
28 CCOCDEXMarket::SUSHISWAPV3 => String::from("sushiswapv3"),
29 CCOCDEXMarket::UNISWAPV1 => String::from("uniswapv1"),
30 CCOCDEXMarket::UNISWAPV2 => String::from("uniswapv2"),
31 CCOCDEXMarket::UNISWAPV3 => String::from("uniswapv3"),
32 }
33 }
34}
35
36
37// On-Cahin DEX: Historical OHLCV+
38
39
40/// On-Chain DEX: Historical OHLCV+
41#[derive(Deserialize, Debug)]
42pub struct CCOCDEXOHLCV {
43 #[serde(rename = "UNIT")]
44 /// The unit of the historical period update: MINUTE for minute, HOUR for hour and DAY for day.
45 pub unit: String,
46 #[serde(rename = "TIMESTAMP")]
47 /// The timestamp in seconds of the beginning of the histo period.
48 /// For minute it would be every minute at the beginning of the minute, for hour it would be the start of the hour and for daily it is 00:00 GMT.
49 pub timestamp: i64,
50 #[serde(rename = "TYPE")]
51 /// The internal type of the message.
52 pub type_: String,
53 #[serde(rename = "MARKET")]
54 /// The market / exchange under consideration (uniswapv2, uniswapv3 etc.).
55 pub market: String,
56 #[serde(rename = "INSTRUMENT")]
57 /// The unmapped instrument address and the CHAIN_ASSET ID separated by underscore (e.g. 0xe83c76c50033a5396d21ceff9fa192e2550d10ca_2, etc.).
58 pub instrument: String,
59 #[serde(rename = "MAPPED_INSTRUMENT")]
60 /// The instrument id based on asset symbols, as derived from our mapping rules. This is the same as the INSTRUMENT and will not change.
61 pub mapped_instrument: String,
62 #[serde(rename = "BASE")]
63 /// Represents the base asset or coin symbol, commonly known as the ticker (e.g., BTC). This symbol may change in cases of asset rebranding.
64 /// Applicable only to instruments with a mapping.
65 pub base: String,
66 #[serde(rename = "QUOTE")]
67 /// Represents the quote asset or counter coin symbol, commonly known as the ticker (e.g., USD). This symbol may change in cases of asset rebranding.
68 /// Applicable only to instruments with a mapping.
69 pub quote: String,
70 #[serde(rename = "BASE_ID")]
71 /// Represents the internal CCData ID for the base asset or coin (e.g., 1 for BTC). This ID is unique and immutable, ensuring consistent identification.
72 /// Applicable only to instruments with a mapping.
73 pub base_id: i32,
74 #[serde(rename = "QUOTE_ID")]
75 /// Represents the internal CCData ID for the quote asset or counter coin (e.g., 5 for USD). This ID is unique and immutable, ensuring consistent identification.
76 /// Applicable only to instruments with a mapping.
77 pub quote_id: i32,
78 #[serde(rename = "TRANSFORM_FUNCTION")]
79 /// The transform function (or list of functions concatenated by _AND_). This is the function we apply when we do mapping to change values into easier human
80 /// readable ones and to make sure the mapped direction BASE - QUOTE is constant accross all chains and instruments.
81 pub transform_function: String,
82 #[serde(rename = "OPEN")]
83 /// The open price for the historical period, this is based on the closest swap before the period start.
84 pub open: f64,
85 #[serde(rename = "HIGH")]
86 /// The highest swap price in the time period. If there were no swaps in the time period, the open price will be given.
87 pub high: f64,
88 #[serde(rename = "LOW")]
89 /// The lowest swap price in the time period. If there were no swaps in the time period, the open price will be given.
90 pub low: f64,
91 #[serde(rename = "CLOSE")]
92 /// The price of the last swap in this time period. If there were no swaps in the time period, the open price will be given.
93 pub close: f64,
94 #[serde(rename = "FIRST_SWAP_TIMESTAMP")]
95 /// The timestamp, in seconds, of the first swap in this time period. This is only available when there is at least one swap in the time period.
96 pub first_swap_timestamp: i64,
97 #[serde(rename = "FIRST_SWAP_BLOCK")]
98 /// The block of the first swap in the time period. This is only available when there is at least one swap in the time period.
99 pub first_swap_block: i64,
100 #[serde(rename = "LAST_SWAP_TIMESTAMP")]
101 /// The timestamp, in seconds, of the last swap in this time period. This is only available when there is at least one swap in the time period.
102 pub last_swap_timestamp: i64,
103 #[serde(rename = "LAST_SWAP_BLOCK")]
104 /// The block of the last swap in the time period. This is only available when there is at least one swap in the time period.
105 pub last_swap_block: i64,
106 #[serde(rename = "FIRST_SWAP_PRICE")]
107 /// The price of the first swap in the time period. This is only available when there is at least one swap in the time period.
108 pub first_swap_price: f64,
109 #[serde(rename = "HIGH_SWAP_PRICE")]
110 /// The highest value of the swaps in the time period. This is only available when there is at least one swap in the time period.
111 pub high_swap_price: f64,
112 #[serde(rename = "HIGH_SWAP_TIMESTAMP")]
113 /// The timestamp, in seconds, of the highest swap in the time period. This is only available when there is at least one swap in the time period.
114 pub high_swap_timestamp: i64,
115 #[serde(rename = "HIGH_SWAP_BLOCK")]
116 /// The block of the highest swap in the time period. This is only available when there is at least one swap in the time period.
117 pub high_swap_block: i64,
118 #[serde(rename = "LOW_SWAP_PRICE")]
119 /// The lowest value of the swaps in the time period. This is only available when there is at least one swap in the time period.
120 pub low_swap_price: f64,
121 #[serde(rename = "LOW_SWAP_TIMESTAMP")]
122 /// The timestamp, in seconds, of the lowest swap in the time period. This is only available when there is at least one swap in the time period.
123 pub low_swap_timestamp: i64,
124 #[serde(rename = "LOW_SWAP_BLOCK")]
125 /// The block of the lowest swap in the time period. This is only available when there is at least one swap in the time period.
126 pub low_swap_block: i64,
127 #[serde(rename = "LAST_SWAP_PRICE")]
128 /// The last swap price in the time period. This is only available when there is at least one swap in the time period.
129 pub last_swap_price: f64,
130 #[serde(rename = "TOTAL_SWAPS")]
131 /// The total number of swaps seen in this time period. If there were no swaps in the time period, 0 will be returned.
132 pub total_swaps: i64,
133 #[serde(rename = "TOTAL_SWAPS_BUY")]
134 /// The total number of BUY swaps seen in this time period. If there were no swaps in the time period, 0 will be returned.
135 pub total_swaps_buy: i64,
136 #[serde(rename = "TOTAL_SWAPS_SELL")]
137 /// The total number of SELL swaps seen in this time period. If there were no swaps in the time period, 0 will be returned."
138 pub total_swaps_sell: i64,
139 #[serde(rename = "TOTAL_SWAPS_UNKNOWN")]
140 /// The total number of UNKNOWN swaps seen in this time period. If there were no swaps in the time period, 0 will be returned.
141 pub total_swaps_unknown: i64,
142 #[serde(rename = "VOLUME")]
143 /// The sum of all the swap volumes in the from asset (base symbol / coin) for the time period. If there were no swaps in the time period, 0 will be returned.
144 pub volume: f64,
145 #[serde(rename = "QUOTE_VOLUME")]
146 /// The sum of all the swap volumes in the To asset (quote/counter symbol/coin) for the time period. If there were no swaps in the time period,
147 /// 0 will be returned.
148 pub quote_volume: f64,
149 #[serde(rename = "VOLUME_BUY")]
150 /// The sum of all the BUY swap volumes in the from asset (base symbol / coin) for the time period.
151 pub volume_buy: f64,
152 #[serde(rename = "QUOTE_VOLUME_BUY")]
153 /// The sum of all the BUY swap volumes in the to asset (quote/counter symbol/coin) for the time period.
154 pub quote_volume_buy: f64,
155 #[serde(rename = "VOLUME_SELL")]
156 /// The sum of all the SELL swap volumes in the from asset (base symbol / coin) for the time period.
157 pub volume_sell: f64,
158 #[serde(rename = "QUOTE_VOLUME_SELL")]
159 /// The sum of all the SELL swap volumes in the To asset (quote/counter symbol/coin) for the time period.
160 pub quote_volume_sell: f64,
161 #[serde(rename = "VOLUME_UNKNOWN")]
162 /// The sum of all the UNKNOWN swap volumes in the from asset (base symbol / coin) for the time period.
163 pub volume_unknown: String,
164 #[serde(rename = "QUOTE_VOLUME_UNKNOWN")]
165 /// The sum of all the UNKNOWN swap volumes in the To asset (quote/counter symbol/coin) for the time period.
166 pub quote_volume_unknown: String,
167}
168
169
170// On-Chain DEX: Market
171
172
173/// On-Chain DEX: Market
174#[derive(Deserialize, Debug)]
175pub struct CCOCDEXMarkets {
176 #[serde(rename = "TYPE")]
177 /// Type of the message.
178 pub type_: String,
179 #[serde(rename = "EXCHANGE_STATUS")]
180 /// The status of the echange. We only poll / stream / connect to the ACTIVE ones, for the RETIRED ones we no longer query for data.
181 pub exchange_status: String,
182 #[serde(rename = "MAPPED_INSTRUMENTS_TOTAL")]
183 /// The total number of instruments that have been verified by our mapping team and have been properly assigned with a base, quote, mapping function,
184 /// nd other necessary fields. This is done to ensure that pairs like XXBTZUSD are accurately mapped to BTC-USD and that the pair refers
185 /// to the correct assets rather than using the same asset id to represent different assets.
186 pub mapped_instrument_total: i64,
187 #[serde(rename = "UNMAPPED_INSTRUMENTS_TOTAL")]
188 /// The number of instruments that have not yet been verified by our mapping team.
189 pub unmapped_instruments_total: i64,
190 #[serde(rename = "INSTRUMENT_STATUS")]
191 /// An object with the total number of instrument for each of the available instrument statuses.
192 pub instrument_status: CCInstrumentStatus,
193 #[serde(rename = "TOTAL_AMM_SWAPS_ONCHAIN")]
194 /// The total number of defi swap trades this exchange has processed.
195 pub total_amm_swaps_onchain: i64,
196 #[serde(rename = "TOTAL_AMM_LIQUIDITY_UPDATES_ONCHAIN")]
197 /// The total number of defi liquidity updates this exchange has processed.
198 pub total_amm_liquidity_updates_onchain: i64,
199 #[serde(rename = "HAS_ORDERBOOK_L2_MINUTE_SNAPSHOTS_ENABLED")]
200 pub has_orderbook_l2_minute_snapshots_enabled: Option<bool>,
201}