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

ccdata_api/schemas/data_api/
derivatives_indices.rs
