Struct MarkPrice 

pub struct MarkPrice {
    pub symbol: String,
    pub mark_price: Decimal,
    pub index_price: Option<Decimal>,
    pub estimated_settle_price: Option<Decimal>,
    pub last_funding_rate: Option<Decimal>,
    pub next_funding_time: Option<i64>,
    pub interest_rate: Option<Decimal>,
    pub timestamp: i64,
}

Mark price data structure.

Represents the mark price and related information for futures contracts.

Examples

use ccxt_core::types::MarkPrice;
use rust_decimal::Decimal;
use rust_decimal_macros::dec;

let mark_price = MarkPrice {
    symbol: "BTC/USDT".to_string(),
    mark_price: dec!(50000),
    index_price: Some(dec!(49995)),
    estimated_settle_price: Some(dec!(50005)),
    last_funding_rate: Some(dec!(0.0001)),
    next_funding_time: Some(1637000000000),
    interest_rate: Some(dec!(0.0003)),
    timestamp: 1637000000000,
};

println!("Basis (mark - index): {}", mark_price.basis().unwrap_or(Decimal::ZERO));

Fields

symbol: String

Trading symbol (e.g., “BTC/USDT”).

mark_price: Decimal

Mark price (used for unrealized PnL calculation).

index_price: Option<Decimal>

Index price (spot index).

estimated_settle_price: Option<Decimal>

Estimated settlement price.

last_funding_rate: Option<Decimal>

Latest funding rate.

next_funding_time: Option<i64>

Next funding time timestamp in milliseconds.

interest_rate: Option<Decimal>

Interest rate.

timestamp: i64

Data timestamp in milliseconds.

Implementations

impl MarkPrice

pub fn new( symbol: String, mark_price: Decimal, index_price: Option<Decimal>, estimated_settle_price: Option<Decimal>, last_funding_rate: Option<Decimal>, next_funding_time: Option<i64>, interest_rate: Option<Decimal>, timestamp: i64, ) -> MarkPrice

Creates a new mark price instance with all fields.

Arguments

• symbol - Trading symbol
• mark_price - Mark price
• index_price - Index price
• estimated_settle_price - Estimated settlement price
• last_funding_rate - Latest funding rate
• next_funding_time - Next funding time timestamp
• interest_rate - Interest rate
• timestamp - Data timestamp

pub fn simple(symbol: String, mark_price: Decimal, timestamp: i64) -> MarkPrice

Creates a simplified mark price instance with only required fields.

Arguments

• symbol - Trading symbol
• mark_price - Mark price
• timestamp - Data timestamp

pub fn basis(&self) -> Option<Decimal>

Calculates the basis (mark price - index price).

Returns

The basis value, or None if index price is not available.

Examples

let mark_price = MarkPrice::new(
    "BTC/USDT".to_string(),
    dec!(50000),
    Some(dec!(49995)),
    None, None, None, None,
    1637000000000
);
assert_eq!(mark_price.basis(), Some(dec!(5)));

pub fn basis_rate(&self) -> Option<Decimal>

Calculates the basis rate (percentage).

Returns

The basis rate as a percentage, or None if index price is unavailable or zero.

Examples

let mark_price = MarkPrice::new(
    "BTC/USDT".to_string(),
    dec!(50100),
    Some(dec!(50000)),
    None, None, None, None,
    1637000000000
);
assert_eq!(mark_price.basis_rate(), Some(dec!(0.2)));

pub fn funding_rate_percent(&self) -> Option<Decimal>

Returns the funding rate as a percentage.

Returns

The funding rate percentage, or None if not available.

pub fn time_to_next_funding(&self) -> Option<i64>

Calculates the time until the next funding in seconds.

Returns

The seconds until next funding, or None if not available.

pub fn is_deviation_excessive(&self, threshold_percent: Decimal) -> bool

Checks if the mark price deviation from index price exceeds a threshold.

Arguments

• threshold_percent - Threshold percentage (e.g., dec!(1) for 1%)

Returns

true if deviation exceeds threshold, false if index price is unavailable.

pub fn is_premium(&self) -> bool

Checks if the mark price is at a premium (mark price > index price).

Returns

true if at premium, false if index price is unavailable.

pub fn is_discount(&self) -> bool

Checks if the mark price is at a discount (mark price < index price).

Returns

true if at discount, false if index price is unavailable.

pub fn is_funding_positive(&self) -> bool

Checks if the funding rate is positive.

Returns

true if funding rate is positive, false if not available.

pub fn is_valid(&self) -> bool

Checks if the data is valid.

Returns

true if mark price is greater than zero.

Trait Implementations

impl Clone for MarkPrice

fn clone(&self) -> MarkPrice

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for MarkPrice

fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error>

Formats the value using the given formatter.

impl Default for MarkPrice

fn default() -> MarkPrice

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for MarkPrice

fn deserialize<__D>( __deserializer: __D, ) -> Result<MarkPrice, <__D as Deserializer<'de>>::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for MarkPrice

fn eq(&self, other: &MarkPrice) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for MarkPrice

fn serialize<__S>( &self, __serializer: __S, ) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for MarkPrice