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use serde::Deserialize;
use crate::utils::Market;
use crate::schemas::data_api::CCInstrumentStatus;
/// The exchange to obtain data from.
pub enum CCDerIndicesMarket {
BINANCE,
BITGET,
BITMEX,
BTCEX,
BYBIT,
COINBASEINTERNATIONAL,
CROSSTOWER,
CRYPTODOTCOM,
DERIBIT,
DYDXV4,
FTX,
KRAKEN,
MOCK,
OKEX,
}
impl Market for CCDerIndicesMarket {
/// Converts enum value to `String`.
fn to_string(&self) -> String {
match self {
CCDerIndicesMarket::BINANCE => String::from("binance"),
CCDerIndicesMarket::BITGET => String::from("bitget"),
CCDerIndicesMarket::BITMEX => String::from("bitmex"),
CCDerIndicesMarket::BTCEX => String::from("btcex"),
CCDerIndicesMarket::BYBIT => String::from("bybit"),
CCDerIndicesMarket::COINBASEINTERNATIONAL => String::from("coinbaseinternational"),
CCDerIndicesMarket::CROSSTOWER => String::from("crosstower"),
CCDerIndicesMarket::CRYPTODOTCOM => String::from("cryptodotcom"),
CCDerIndicesMarket::DERIBIT => String::from("deribit"),
CCDerIndicesMarket::DYDXV4 => String::from("dydxv4"),
CCDerIndicesMarket::FTX => String::from("ftx"),
CCDerIndicesMarket::KRAKEN => String::from("kraken"),
CCDerIndicesMarket::MOCK => String::from("mock"),
CCDerIndicesMarket::OKEX => String::from("okex"),
}
}
}
// Derivatives Indices: Historical OHLCV+
/// Derivatives Indices: Historical OHLCV+
#[derive(Deserialize, Debug)]
pub struct CCDerIndicesOHLCV {
#[serde(rename = "UNIT")]
/// The unit of the historical period update: MINUTE for minute, HOUR for hour and DAY for day.
pub unit: String,
#[serde(rename = "TIMESTAMP")]
/// The timestamp in seconds of the histo period, for minute it would be every minute at the beginning of the minute,
/// for hour it would be start of the hour and for daily it is 00:00 GMT/UTC.
pub timestamp: i64,
#[serde(rename = "TYPE")]
/// Type of the message.
pub type_: String,
#[serde(rename = "MARKET")]
/// The market / exchange you have requested (name of the market / exchange e.g. bitmex, deribit, ftx, etc.).
pub market: String,
#[serde(rename = "INSTRUMENT")]
/// 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.
pub instrument: String,
#[serde(rename = "OPEN")]
/// The unmapped instrument ID.
pub open: f64,
#[serde(rename = "HIGH")]
/// The open value for the historical period, this is based on the closest index update before the period start.
pub high: f64,
#[serde(rename = "LOW")]
/// 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).
pub low: f64,
#[serde(rename = "CLOSE")]
/// 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).
pub close: f64,
#[serde(rename = "FIRST_MESSAGE_TIMESTAMP")]
/// 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).
pub first_message_timestamp: i64,
#[serde(rename = "LAST_MESSAGE_TIMESTAMP")]
/// 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).
pub last_message_timestamp: i64,
#[serde(rename = "FIRST_MESSAGE_VALUE")]
/// 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).
pub first_message_value: f64,
#[serde(rename = "HIGH_MESSAGE_VALUE")]
/// The highest value of the messages in the time period (only available when we have at least one index update in the time period).
pub high_message_value: f64,
#[serde(rename = "HIGH_MESSAGE_TIMESTAMP")]
/// 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).
pub high_message_timestamp: i64,
#[serde(rename = "LOW_MESSAGE_VALUE")]
/// The lowest value of the messages in the time period (only available when we have at least one index update in the time period).
pub low_message_value: f64,
#[serde(rename = "LOW_MESSAGE_TIMESTAMP")]
/// 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).
pub low_message_timestamp: i64,
#[serde(rename = "LAST_MESSAGE_VALUE")]
/// The last index update value in the time period (only available when we have at least one index update in the time period).
pub last_message_value: f64,
#[serde(rename = "TOTAL_INDEX_UPDATES")]
/// The total number of message updates seen in this time period (0 when there no messages in the time period).
pub total_index_updates: i32,
#[serde(rename = "MAPPED_INSTRUMENT")]
/// The instrument ID, as derived from our mapping rules. Only available on instruments that have been mapped.
pub mapped_instrument: String,
#[serde(rename = "CURRENCY")]
/// The mapped index currency. Only available on instruments that have mapping.
pub currency: String,
#[serde(rename = "CURRENCY_ID")]
/// Represents the internal CoinDesk ID for the mapped index currency, e.g. 1. This ID is unique and immutable, ensuring consistent identification.
// Applicable only to instruments with a mapping.
pub currency_id: i32,
#[serde(rename = "TRANSFORM_FUNCTION")]
/// The 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.
pub transform_function: String,
}
// Derivatives Indices: Markets
/// Derivatives Indices: Markets
#[derive(Deserialize, Debug)]
pub struct CCDerIndicesMarkets {
#[serde(rename = "TYPE")]
/// Type of the message.
pub type_: String,
#[serde(rename = "EXCHANGE_STATUS")]
/// The status of the echange. We only poll / stream / connect to the ACTIVE ones, for the RETIRED ones we no longer query for data.
pub exchange_status: String,
#[serde(rename = "MAPPED_INSTRUMENTS_TOTAL")]
/// The total number of instruments that have been verified by our mapping team and have been properly assigned with a base, quote,
/// mapping function, and other necessary fields. This is done to ensure that pairs like XXBTZUSD are accurately mapped to BTC-USD and that
/// the pair refers to the correct assets rather than using the same asset id to represent different assets.
pub mapped_instrument_total: i64,
#[serde(rename = "UNMAPPED_INSTRUMENTS_TOTAL")]
/// The number of instruments that have not yet been verified by our mapping team.
pub unmapped_instruments_total: i64,
#[serde(rename = "INSTRUMENT_STATUS")]
/// An object with the total number of instrument for each of the available instrument statuses.
pub instrument_status: CCInstrumentStatus,
}