ccdata_api/schemas/data_api/
derivatives_indices.rs

1use std::fmt::Display;
2use serde::{Serialize, Deserialize};
3use crate::schemas::data_api::InstrumentStatus;
4
5
6#[derive(Clone, Copy, Debug, Default, Serialize, Deserialize)]
7/// The exchange to obtain data from.
8pub enum DerIndicesMarket {
9    BINANCE,
10    BIT,
11    BITGET,
12    BITMEX,
13    BTCEX,
14    BULLISH,
15    BYBIT,
16    COINBASEINTERNATIONAL,
17    CROSSTOWER,
18    CRYPTODOTCOM,
19    DERIBIT,
20    DYDXV4,
21    FTX,
22    GATEIO,
23    HUOBIPRO,
24    HYPERLIQUID,
25    #[default]
26    KRAKEN,
27    KUCOIN,
28    MOCK,
29    OKEX,
30}
31
32impl Display for DerIndicesMarket {
33    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
34        match self {
35            Self::BINANCE => write!(f, "binance"),
36            Self::BIT => write!(f, "bit"),
37            Self::BITGET => write!(f, "bitget"),
38            Self::BITMEX => write!(f, "bitmex"),
39            Self::BTCEX => write!(f, "btcex"),
40            Self::BULLISH => write!(f, "bullish"),
41            Self::BYBIT => write!(f, "bybit"),
42            Self::COINBASEINTERNATIONAL => write!(f, "coinbaseinternational"),
43            Self::CROSSTOWER => write!(f, "crosstower"),
44            Self::CRYPTODOTCOM => write!(f, "cryptodotcom"),
45            Self::DERIBIT => write!(f, "deribit"),
46            Self::DYDXV4 => write!(f, "dydxv4"),
47            Self::FTX => write!(f, "ftx"),
48            Self::GATEIO => write!(f, "gateio"),
49            Self::HUOBIPRO => write!(f, "huobipro"),
50            Self::HYPERLIQUID => write!(f, "hyperliquid"),
51            Self::KRAKEN => write!(f, "kraken"),
52            Self::KUCOIN => write!(f, "kucoin"),
53            Self::MOCK => write!(f, "mock"),
54            Self::OKEX => write!(f, "okex"),
55        }   
56    }
57}
58
59
60// Derivatives Indices: Historical OHLCV+
61
62
63/// Derivatives Indices: Historical OHLCV+
64#[derive(Clone, Debug, Serialize, Deserialize)]
65pub struct DerIndicesOHLCV {
66    #[serde(rename = "UNIT")]
67    /// The unit of the historical period update: MINUTE for minute, HOUR for hour and DAY for day.
68    pub unit: String,
69    #[serde(rename = "TIMESTAMP")]
70    /// The timestamp in seconds of the histo period, for minute it would be every minute at the beginning of the minute,
71    /// for hour it would be start of the hour and for daily it is 00:00 GMT/UTC.
72    pub timestamp: i64,
73    #[serde(rename = "TYPE")]
74    /// Type of the message.
75    pub type_: String,
76    #[serde(rename = "MARKET")]
77    /// The market / exchange you have requested (name of the market / exchange e.g. bitmex, deribit, ftx, etc.).
78    pub market: String,
79    #[serde(rename = "INSTRUMENT")]
80    /// The specific financial asset pair that an index is tracking in unmapped format. In most cases this is a combiation of the base and quote assets of the pair.
81    pub instrument: String,
82    #[serde(rename = "OPEN")]
83    /// The unmapped instrument ID.
84    pub open: f64,
85    #[serde(rename = "HIGH")]
86    /// The open value for the historical period, this is based on the closest index update before the period start.
87    pub high: f64,
88    #[serde(rename = "LOW")]
89    /// The max between the open and the highest index update value in this time period (same as open when there no messages in the time period).
90    pub low: f64,
91    #[serde(rename = "CLOSE")]
92    /// The min between the open and the lowest index update value in this time period (same as open when there no messages in the time period).
93    pub close: f64,
94    #[serde(rename = "FIRST_MESSAGE_TIMESTAMP")]
95    /// The timestamp in seconds of the first index update in this time period (only available when we have at least one index update in the time period).
96    pub first_message_timestamp: i64,
97    #[serde(rename = "LAST_MESSAGE_TIMESTAMP")]
98    /// The timestamp in seconds of the last index update in this time period (only available when we have at least one index update in the time period).
99    pub last_message_timestamp: i64,
100    #[serde(rename = "FIRST_MESSAGE_VALUE")]
101    /// The open based on the first index update in the time period (only available when we have at least one index update in the time period).
102    pub first_message_value: f64,
103    #[serde(rename = "HIGH_MESSAGE_VALUE")]
104    /// The highest value of the messages in the time period (only available when we have at least one index update in the time period).
105    pub high_message_value: f64,
106    #[serde(rename = "HIGH_MESSAGE_TIMESTAMP")]
107    /// The timestamp in seconds of the highest index update in this time period (only available when we have at least one index update in the time period).
108    pub high_message_timestamp: i64,
109    #[serde(rename = "LOW_MESSAGE_VALUE")]
110    /// The lowest value of the messages in the time period (only available when we have at least one index update in the time period).
111    pub low_message_value: f64,
112    #[serde(rename = "LOW_MESSAGE_TIMESTAMP")]
113    /// The timestamp in seconds of the lowest index update in this time period (only available when we have at least one index update in the time period).
114    pub low_message_timestamp: i64,
115    #[serde(rename = "LAST_MESSAGE_VALUE")]
116    /// The last index update value in the time period (only available when we have at least one index update in the time period).
117    pub last_message_value: f64,
118    #[serde(rename = "TOTAL_INDEX_UPDATES")]
119    /// The total number of message updates seen in this time period (0 when there no messages in the time period).
120    pub total_index_updates: i32,
121    #[serde(rename = "MAPPED_INSTRUMENT")]
122    /// The instrument ID, as derived from our mapping rules. Only available on instruments that have been mapped.
123    pub mapped_instrument: Option<String>,
124    #[serde(rename = "CURRENCY")]
125    /// The mapped index currency. Only available on instruments that have mapping.
126    pub currency: Option<String>,
127    #[serde(rename = "CURRENCY_ID")]
128    /// Represents the internal CoinDesk ID for the mapped index currency, e.g. 1. This ID is unique and immutable, ensuring consistent identification.
129    // Applicable only to instruments with a mapping.
130    pub currency_id: Option<i32>,
131    #[serde(rename = "TRANSFORM_FUNCTION")]
132    /// The transform function. This is the function we apply when we do mapping to change values into easier human readable ones and to make
133    /// sure the mapped direction BASE - QUOTE is constant accross all instruments.
134    pub transform_function: Option<String>,
135}
136
137
138// Derivatives Indices: Markets
139
140
141/// Derivatives Indices: Markets
142#[derive(Clone, Debug, Serialize, Deserialize)]
143pub struct DerIndicesMarkets {
144    #[serde(rename = "TYPE")]
145    /// Type of the message.
146    pub type_: String,
147    #[serde(rename = "EXCHANGE_STATUS")]
148    /// The status of the echange. We only poll / stream / connect to the ACTIVE ones, for the RETIRED ones we no longer query for data.
149    pub exchange_status: String,
150    #[serde(rename = "MAPPED_INSTRUMENTS_TOTAL")]
151    /// The total number of instruments that have been verified by our mapping team and have been properly assigned with a base, quote,
152    /// mapping function, and other necessary fields. This is done to ensure that pairs like XXBTZUSD are accurately mapped to BTC-USD and that
153    /// the pair refers to the correct assets rather than using the same asset id to represent different assets.
154    pub mapped_instrument_total: i64,
155    #[serde(rename = "UNMAPPED_INSTRUMENTS_TOTAL")]
156    /// The number of instruments that have not yet been verified by our mapping team.
157    pub unmapped_instruments_total: i64,
158    #[serde(rename = "INSTRUMENT_STATUS")]
159    /// An object with the total number of instrument for each of the available instrument statuses.
160    pub instrument_status: InstrumentStatus,
161}
ccdata_api/schemas/data_api/derivatives_indices.rs

ccdata_api/schemas/data_api/
derivatives_indices.rs
