ccdata_api/schemas/data_api/futures.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 CCFuturesMarket {
8 BINANCE,
9 BITFINEX,
10 BITGET,
11 BITMEX,
12 BTCEX,
13 BYBIT,
14 COINBASE,
15 COINBASEINTERNATIONAL,
16 CROSSTOWER,
17 CRYPTODOTCOM,
18 DERIBIT,
19 DYDXV4,
20 FTX,
21 KRAKEN,
22 MOCK,
23 OKEX,
24}
25
26impl Market for CCFuturesMarket {
27 /// Converts enum value to `String`.
28 fn to_string(&self) -> String {
29 match self {
30 CCFuturesMarket::BINANCE => String::from("binance"),
31 CCFuturesMarket::BITFINEX => String::from("bitfinex"),
32 CCFuturesMarket::BITGET => String::from("bitget"),
33 CCFuturesMarket::BITMEX => String::from("bitmex"),
34 CCFuturesMarket::BTCEX => String::from("btcex"),
35 CCFuturesMarket::BYBIT => String::from("bybit"),
36 CCFuturesMarket::COINBASE => String::from("coinbase"),
37 CCFuturesMarket::COINBASEINTERNATIONAL => String::from("coinbaseinternational"),
38 CCFuturesMarket::CROSSTOWER => String::from("crosstower"),
39 CCFuturesMarket::CRYPTODOTCOM => String::from("cryptodotcom"),
40 CCFuturesMarket::DERIBIT => String::from("deribit"),
41 CCFuturesMarket::DYDXV4 => String::from("dydxv4"),
42 CCFuturesMarket::FTX => String::from("ftx"),
43 CCFuturesMarket::KRAKEN => String::from("kraken"),
44 CCFuturesMarket::MOCK => String::from("mock"),
45 CCFuturesMarket::OKEX => String::from("okex"),
46
47 }
48 }
49}
50
51
52// Futures: Historical OHLCV+
53
54
55/// Futures: Historical OHLCV+
56#[derive(Deserialize, Debug)]
57pub struct CCFuturesOHLCV {
58 #[serde(rename = "UNIT")]
59 /// The level of granularity (e.g. MINUTE / HOUR / DAY).
60 pub unit: String,
61 #[serde(rename = "TIMESTAMP")]
62 /// The timestamp, in seconds, of the histo period. This refers to the first timestamp of the unit under consideration,
63 /// not the last (e.g. for daily data the timestamp will refer to 00:00 GMT/UTC).
64 pub timestamp: i64,
65 #[serde(rename = "TYPE")]
66 /// Type of the message.
67 pub type_: String,
68 #[serde(rename = "MARKET")]
69 /// The market / exchange under consideration (e.g. bitmex, deribit, ftx, etc).
70 pub market: String,
71 #[serde(rename = "INSTRUMENT")]
72 /// The unmapped instrument ID.
73 pub instrument: String,
74 #[serde(rename = "MAPPED_INSTRUMENT")]
75 /// The mapped instrument ID, derived from our mapping rules.
76 pub mapped_instrument: String,
77 #[serde(rename = "INDEX_UNDERLYING")]
78 /// The mapped index underlying asset.
79 pub index_underlying: String,
80 #[serde(rename = "QUOTE_CURRENCY")]
81 /// The mapped to asset quote / counter symbol / coin (e.g. USD). Only available on instruments that have mapping.
82 pub quote_currency: String,
83 #[serde(rename = "SETTLEMENT_CURRENCY")]
84 /// The currency that the contract is settled in (e.g. USD). Only available on instruments that have mapping.
85 pub settlement_currency: String,
86 #[serde(rename = "CONTRACT_CURRENCY")]
87 /// The currency that the contract size is denominated in (e.g. USD). Only available on instruments that have mapping.
88 pub contract_currency: String,
89 #[serde(rename = "DENOMINATION_TYPE")]
90 /// VANILLA = (SETTLEMENT_CURRENCY = QUOTE_CURRENCY), INVERSE = (SETTLEMENT_CURRENCY = INDEX_UNDERLYING),
91 /// QUANTO (SETTLEMENT_CURRENCY != INDEX_UNDERLYING or QUOTE_CURRENCY).
92 pub denomination_type: String,
93 #[serde(rename = "INDEX_UNDERLYING_ID")]
94 /// Represents the internal CCData ID for the index underlying asset (e.g., 1). This ID is unique and immutable,
95 /// ensuring consistent identification. Applicable only to instruments with a mapping.
96 pub index_underlying_id: i32,
97 #[serde(rename = "QUOTE_CURRENCY_ID")]
98 /// Represents the internal CCData ID for the asset quote / counter symbol / coin (e.g. 5). This ID is unique and immutable,
99 /// ensuring consistent identification. Applicable only to instruments with a mapping.
100 pub quote_currency_id: i32,
101 #[serde(rename = "SETTLEMENT_CURRENCY_ID")]
102 /// Represents the internal CCData ID for the currency that the contract is settled in (e.g. 5). This ID is unique and immutable,
103 /// ensuring consistent identification. Applicable only to instruments with a mapping.
104 pub settlement_currency_id: i32,
105 #[serde(rename = "CONTRACT_CURRENCY_ID")]
106 /// Represents the internal CCData ID for the currency that the contract size is denominated in (e.g. 5). This ID is unique and immutable,
107 /// ensuring consistent identification. Applicable only to instruments with a mapping.
108 pub contract_currency_id: i32,
109 #[serde(rename = "TRANSFORM_FUNCTION")]
110 /// The transform function. This is the function we apply when we do mapping to change values into easier human readable ones
111 /// and to make sure the mapped direction BASE - QUOTE is constant accross all instruments.
112 pub transform_function: String,
113 #[serde(rename = "OPEN")]
114 /// The open price for the historical period, based on the closest trade before the period start.
115 pub open: f64,
116 #[serde(rename = "HIGH")]
117 /// The highest trade price of the historical period. If there were no trades in the period, the open price will be taken as the highest.
118 pub high: f64,
119 #[serde(rename = "LOW")]
120 /// The lowest trade price of the historical period. If there were no trades in the period, the open price will be taken as the lowest.
121 pub low: f64,
122 #[serde(rename = "CLOSE")]
123 /// The price of the last trade of the historical period. If there were no trades in the period, the open price will be taken as the close.
124 pub close: f64,
125 #[serde(rename = "FIRST_TRADE_TIMESTAMP")]
126 /// The timestamp, in seconds, of the first trade of the time period. Only available when there is at least one trade in the time period.
127 pub first_trade_timestamp: i64,
128 #[serde(rename = "LAST_TRADE_TIMESTAMP")]
129 /// The timestamp, in seconds, of the last trade of the time period. Only available when there is at least one trade in the time period).
130 pub last_trade_timestamp: i64,
131 #[serde(rename = "FIRST_TRADE_PRICE")]
132 /// The price of the first trade of the time period. Only available when there is at least one trade in the time period.
133 pub first_trade_price: f64,
134 #[serde(rename = "HIGH_TRADE_PRICE")]
135 /// The highest trade price of the time period. Only available when there is at least one trade in the time period.
136 pub high_trade_price: f64,
137 #[serde(rename = "HIGH_TRADE_TIMESTAMP")]
138 /// The timestamp, in seconds, of the highest trade in this time period. Only available when there is at least one trade in the time period.
139 pub high_trade_timestamp: i64,
140 #[serde(rename = "LOW_TRADE_PRICE")]
141 /// The lowest trade price of the time period. Only available when there is at least one trade in the time period.
142 pub low_trade_price: f64,
143 #[serde(rename = "LOW_TRADE_TIMESTAMP")]
144 /// The timestamp, in seconds, of the lowest trade of the time period. Only available when there is at least one trade in the time period.
145 pub low_trade_timestamp: i64,
146 #[serde(rename = "LAST_TRADE_PRICE")]
147 /// The price of the last trade of the period. Only available when there is at least one trade in the time period.
148 pub last_trade_price: f64,
149 #[serde(rename = "TOTAL_TRADES")]
150 /// The total number of trades that occurred in the time period. If there were no trades in the time period, 0 will be given.
151 pub total_trades: i64,
152 #[serde(rename = "TOTAL_TRADES_BUY")]
153 /// The total number of BUY trades that occurred in the in time period.
154 pub total_trades_buy: i64,
155 #[serde(rename = "TOTAL_TRADES_SELL")]
156 /// The total number of SELL trades that occurred in the time period.
157 pub total_trades_sell: i64,
158 #[serde(rename = "TOTAL_TRADES_UNKNOWN")]
159 /// The total number of UNKNOWN trades that occurred in the time period.
160 pub total_trades_unknown: i64,
161 #[serde(rename = "NUMBER_OF_CONTRACTS")]
162 /// The sum of all the trade number of contracts for the time period. If there were no trades in the time period, 0 will be given.
163 pub number_of_contracts: i64,
164 #[serde(rename = "VOLUME")]
165 /// The 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 given.
166 pub volume: f64,
167 #[serde(rename = "QUOTE_VOLUME")]
168 /// The 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 given.
169 pub quote_volume: f64,
170 #[serde(rename = "VOLUME_BUY")]
171 /// The sum of all the BUY trade volumes in the from asset (base symbol / coin) for the time period.
172 pub volume_buy: f64,
173 #[serde(rename = "QUOTE_VOLUME_BUY")]
174 /// The sum of all the BUY trade volumes in the To asset (quote/counter symbol/coin) for the time period.
175 pub quote_volume_buy: f64,
176 #[serde(rename = "VOLUME_SELL")]
177 /// The sum of all the SELL trade volumes in the from asset (base symbol / coin) for the time period.
178 pub volume_sell: f64,
179 #[serde(rename = "QUOTE_VOLUME_SELL")]
180 /// The sum of all the SELL trade volumes in the To asset (quote/counter symbol/coin) for the time period.
181 pub quote_volume_sell: f64,
182 #[serde(rename = "VOLUME_UNKNOWN")]
183 /// The sum of all the UNKNOWN trade volumes in the from asset (base symbol / coin) for the time period.
184 pub volume_unknown: f64,
185 #[serde(rename = "QUOTE_VOLUME_UNKNOWN")]
186 /// The sum of all the UNKNOWN trade volumes in the To asset (quote/counter symbol/coin) for the time period.
187 pub quote_volume_unknown: f64,
188}
189
190
191// Futures: Markets
192
193
194/// Futures: Markets
195#[derive(Deserialize, Debug)]
196pub struct CCFuturesMarkets {
197 #[serde(rename = "TYPE")]
198 /// Type of the message.
199 pub type_: String,
200 #[serde(rename = "EXCHANGE_STATUS")]
201 /// The status of the echange. We only poll / stream / connect to the ACTIVE ones, for the RETIRED ones we no longer query for data.
202 pub exchange_status: String,
203 #[serde(rename = "MAPPED_INSTRUMENTS_TOTAL")]
204 /// The total number of instruments that have been verified by our mapping team and have been properly assigned with a base, quote, mapping function,
205 /// and other necessary fields. This is done to ensure that pairs like XXBTZUSD are accurately mapped to BTC-USD and that the pair refers
206 // to the correct assets rather than using the same asset id to represent different assets.
207 pub mapped_instrument_total: i64,
208 #[serde(rename = "UNMAPPED_INSTRUMENTS_TOTAL")]
209 /// The number of instruments that have not yet been verified by our mapping team.
210 pub unmapped_instruments_total: i64,
211 #[serde(rename = "INSTRUMENT_STATUS")]
212 /// An object with the total number of instrument for each of the available instrument statuses.
213 pub instrument_status: CCInstrumentStatus,
214 #[serde(rename = "TOTAL_TRADES_FUTURES")]
215 /// The total number of futures trades that this exchange has processed.
216 pub total_trades_futures: i64,
217 #[serde(rename = "TOTAL_FUNDING_RATE_UPDATES")]
218 /// The total number of futures funding rate updates that this exchange has processed.
219 pub total_funding_rate_updates: i64,
220 #[serde(rename = "TOTAL_OPEN_INTEREST_UPDATES")]
221 /// The total number of futures open interest updates that this exchange has processed.
222 pub total_open_interest_updates: i64,
223 #[serde(rename = "HAS_ORDERBOOK_L2_MINUTE_SNAPSHOTS_ENABLED")]
224 /// Boolean field denoting if we have historical minute orderbook snapshots endabled for this exchange.
225 pub has_orderbook_l2_minute_snapshots_enabled: bool,
226}