pub struct CCSpotOHLCV {Show 35 fields
pub unit: String,
pub timestamp: i64,
pub type_: String,
pub market: String,
pub instrument: String,
pub mapped_instrument: String,
pub base: String,
pub quote: String,
pub base_id: i32,
pub quote_id: i32,
pub transform_function: String,
pub open: f64,
pub high: f64,
pub low: f64,
pub close: f64,
pub first_trade_timestamp: Option<i64>,
pub last_trade_timestamp: Option<i64>,
pub first_trade_price: Option<f64>,
pub high_trade_price: Option<f64>,
pub high_trade_timestamp: Option<i64>,
pub low_trade_price: Option<f64>,
pub low_trade_timestamp: Option<i64>,
pub last_trade_price: Option<f64>,
pub total_trades: i64,
pub total_trades_buy: i64,
pub total_trades_sell: i64,
pub total_trades_unknown: i64,
pub volume: f64,
pub quote_volume: f64,
pub volume_buy: f64,
pub quote_volume_buy: f64,
pub volume_sell: f64,
pub quote_volume_sell: f64,
pub volume_unknown: f64,
pub quote_volume_unknown: f64,
}Expand description
Spot: Historical OHLCV+
Fields§
§unit: StringThe unit of the historical period update: MINUTE for minute, HOUR for hour and DAY for day.
timestamp: i64The timestamp in seconds of the beginning of the histo period. 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.
type_: StringThe type of message this is. It helps identify the nature of the data being returned.
market: StringThe market / exchange under consideration (e.g. gemini, kraken, coinbase, etc).
instrument: StringThe unmapped instrument ID.
mapped_instrument: StringThe instrument ID, as derived from our mapping rules. This takes the form “BASE-QUOTE” (e.g. BTC-USD). Only available on instruments that have been mapped.
base: StringRepresents the base asset or coin symbol, commonly known as the ticker (e.g., BTC). This symbol may change in cases of asset rebranding. Applicable only to instruments with a mapping.
quote: StringRepresents the quote asset or counter coin symbol, commonly known as the ticker (e.g., USD). This symbol may change in cases of asset rebranding. Applicable only to instruments with a mapping.
base_id: i32Represents the internal CCData ID for the base asset or coin (e.g., 1 for BTC). This ID is unique and immutable, ensuring consistent identification. Applicable only to instruments with a mapping.
quote_id: i32Represents 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. Applicable only to instruments with a mapping.
transform_function: StringThe transform function. This is the function we apply when we do mapping to change values into easier human readable ones and to make sure the mapped direction BASE - QUOTE is constant accross all instruments.
open: f64The open price for the historical period, this is based on the closest trade before the period start.
high: f64The highest trade price in the time period. If there were no trades in the time period, the open price will be given.
low: f64The lowest trade price in the time period. If there were no trades in the time period, the open price will be given.
close: f64The price of the last trade in this time period. If there were no trades in the time period, the open price will be given.
first_trade_timestamp: Option<i64>The timestamp, in seconds, of the first trade in this time perio. This is only available when there is at least one trade in the time period.
last_trade_timestamp: Option<i64>The timestamp, in seconds, of the last trade in this time period. This is only available when there is at least one trade in the time period.
first_trade_price: Option<f64>The price of the first trade in the time period. This is only available when there is at least one trade in the time period.
high_trade_price: Option<f64>The highest value of the trades in the time period. This is only available when there is at least one trade in the time period.
high_trade_timestamp: Option<i64>The timestamp, in seconds, of the highest trade in the time period. This is only available when there is at least one trade in the time period.
low_trade_price: Option<f64>The lowest value of the trades in the time period. This is only available when there is at least one trade in the time period.
low_trade_timestamp: Option<i64>The timestamp, in seconds, of the lowest trade in the time period. This is only available when there is at least one trade in the time period.
last_trade_price: Option<f64>The last trade price in the time period. This is only available when there is at least one trade in the time period.
total_trades: i64The total number of trades seen in this time period. If there were no trades in the time period, 0 will be returned.
total_trades_buy: i64The total number of BUY trades seen in this time period. If there were no trades in the time period, 0 will be returned.
total_trades_sell: i64§total_trades_unknown: i64The total number of UNKNOWN trades seen in this time period. If there were no trades in the time period, 0 will be returned.
volume: f64The sum of all the trade volumes in the from asset (base symbol / coin) for the time period. If there were no trades in the time period, 0 will be returned.
quote_volume: f64The sum of all the trade volumes in the To asset (quote/counter symbol/coin) for the time period. If there were no trades in the time period, 0 will be returned.
volume_buy: f64The sum of all the BUY trade volumes in the from asset (base symbol / coin) for the time period.
quote_volume_buy: f64The sum of all the BUY trade volumes in the to asset (quote/counter symbol/coin) for the time period.
volume_sell: f64The sum of all the SELL trade volumes in the from asset (base symbol / coin) for the time period.
quote_volume_sell: f64The sum of all the SELL trade volumes in the To asset (quote/counter symbol/coin) for the time period.
volume_unknown: f64The sum of all the UNKNOWN trade volumes in the from asset (base symbol / coin) for the time period.
quote_volume_unknown: f64The sum of all the UNKNOWN trade volumes in the To asset (quote/counter symbol/coin) for the time period.