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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 CCFuturesMarket {
BINANCE,
BITFINEX,
BITGET,
BITMEX,
BTCEX,
BYBIT,
COINBASE,
COINBASEINTERNATIONAL,
CROSSTOWER,
CRYPTODOTCOM,
DERIBIT,
DYDXV4,
FTX,
KRAKEN,
MOCK,
OKEX,
}
impl Market for CCFuturesMarket {
/// Converts enum value to `String`.
fn to_string(&self) -> String {
match self {
CCFuturesMarket::BINANCE => String::from("binance"),
CCFuturesMarket::BITFINEX => String::from("bitfinex"),
CCFuturesMarket::BITGET => String::from("bitget"),
CCFuturesMarket::BITMEX => String::from("bitmex"),
CCFuturesMarket::BTCEX => String::from("btcex"),
CCFuturesMarket::BYBIT => String::from("bybit"),
CCFuturesMarket::COINBASE => String::from("coinbase"),
CCFuturesMarket::COINBASEINTERNATIONAL => String::from("coinbaseinternational"),
CCFuturesMarket::CROSSTOWER => String::from("crosstower"),
CCFuturesMarket::CRYPTODOTCOM => String::from("cryptodotcom"),
CCFuturesMarket::DERIBIT => String::from("deribit"),
CCFuturesMarket::DYDXV4 => String::from("dydxv4"),
CCFuturesMarket::FTX => String::from("ftx"),
CCFuturesMarket::KRAKEN => String::from("kraken"),
CCFuturesMarket::MOCK => String::from("mock"),
CCFuturesMarket::OKEX => String::from("okex"),
}
}
}
// Futures: Historical OHLCV+
/// Futures: Historical OHLCV+
#[derive(Deserialize, Debug)]
pub struct CCFuturesOHLCV {
#[serde(rename = "UNIT")]
/// The level of granularity (e.g. MINUTE / HOUR / DAY).
pub unit: String,
#[serde(rename = "TIMESTAMP")]
/// The timestamp, in seconds, of the histo period. This refers to the first timestamp of the unit under consideration,
/// not the last (e.g. for daily data the timestamp will refer to 00:00 GMT/UTC).
pub timestamp: i64,
#[serde(rename = "TYPE")]
/// Type of the message.
pub type_: String,
#[serde(rename = "MARKET")]
/// The market / exchange under consideration (e.g. bitmex, deribit, ftx, etc).
pub market: String,
#[serde(rename = "INSTRUMENT")]
/// The unmapped instrument ID.
pub instrument: String,
#[serde(rename = "MAPPED_INSTRUMENT")]
/// The mapped instrument ID, derived from our mapping rules.
pub mapped_instrument: String,
#[serde(rename = "INDEX_UNDERLYING")]
/// The mapped index underlying asset.
pub index_underlying: String,
#[serde(rename = "QUOTE_CURRENCY")]
/// The mapped to asset quote / counter symbol / coin (e.g. USD). Only available on instruments that have mapping.
pub quote_currency: String,
#[serde(rename = "SETTLEMENT_CURRENCY")]
/// The currency that the contract is settled in (e.g. USD). Only available on instruments that have mapping.
pub settlement_currency: String,
#[serde(rename = "CONTRACT_CURRENCY")]
/// The currency that the contract size is denominated in (e.g. USD). Only available on instruments that have mapping.
pub contract_currency: String,
#[serde(rename = "DENOMINATION_TYPE")]
/// VANILLA = (SETTLEMENT_CURRENCY = QUOTE_CURRENCY), INVERSE = (SETTLEMENT_CURRENCY = INDEX_UNDERLYING),
/// QUANTO (SETTLEMENT_CURRENCY != INDEX_UNDERLYING or QUOTE_CURRENCY).
pub denomination_type: String,
#[serde(rename = "INDEX_UNDERLYING_ID")]
/// Represents the internal CoinDesk ID for the index underlying asset (e.g., 1). This ID is unique and immutable,
/// ensuring consistent identification. Applicable only to instruments with a mapping.
pub index_underlying_id: i32,
#[serde(rename = "QUOTE_CURRENCY_ID")]
/// Represents the internal CoinDesk ID for the asset quote / counter symbol / coin (e.g. 5). This ID is unique and immutable,
/// ensuring consistent identification. Applicable only to instruments with a mapping.
pub quote_currency_id: i32,
#[serde(rename = "SETTLEMENT_CURRENCY_ID")]
/// Represents the internal CoinDesk ID for the currency that the contract is settled in (e.g. 5). This ID is unique and immutable,
/// ensuring consistent identification. Applicable only to instruments with a mapping.
pub settlement_currency_id: i32,
#[serde(rename = "CONTRACT_CURRENCY_ID")]
/// Represents the internal CoinDesk ID for the currency that the contract size is denominated in (e.g. 5). This ID is unique and immutable,
/// ensuring consistent identification. Applicable only to instruments with a mapping.
pub contract_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,
#[serde(rename = "OPEN")]
/// The open price for the historical period, based on the closest trade before the period start.
pub open: f64,
#[serde(rename = "HIGH")]
/// 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.
pub high: f64,
#[serde(rename = "LOW")]
/// 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.
pub low: f64,
#[serde(rename = "CLOSE")]
/// 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.
pub close: f64,
#[serde(rename = "FIRST_TRADE_TIMESTAMP")]
/// 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.
pub first_trade_timestamp: i64,
#[serde(rename = "LAST_TRADE_TIMESTAMP")]
/// 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).
pub last_trade_timestamp: i64,
#[serde(rename = "FIRST_TRADE_PRICE")]
/// The price of the first trade of the time period. Only available when there is at least one trade in the time period.
pub first_trade_price: f64,
#[serde(rename = "HIGH_TRADE_PRICE")]
/// The highest trade price of the time period. Only available when there is at least one trade in the time period.
pub high_trade_price: f64,
#[serde(rename = "HIGH_TRADE_TIMESTAMP")]
/// 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.
pub high_trade_timestamp: i64,
#[serde(rename = "LOW_TRADE_PRICE")]
/// The lowest trade price of the time period. Only available when there is at least one trade in the time period.
pub low_trade_price: f64,
#[serde(rename = "LOW_TRADE_TIMESTAMP")]
/// 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.
pub low_trade_timestamp: i64,
#[serde(rename = "LAST_TRADE_PRICE")]
/// The price of the last trade of the period. Only available when there is at least one trade in the time period.
pub last_trade_price: f64,
#[serde(rename = "TOTAL_TRADES")]
/// The total number of trades that occurred in the time period. If there were no trades in the time period, 0 will be given.
pub total_trades: i64,
#[serde(rename = "TOTAL_TRADES_BUY")]
/// The total number of BUY trades that occurred in the in time period.
pub total_trades_buy: i64,
#[serde(rename = "TOTAL_TRADES_SELL")]
/// The total number of SELL trades that occurred in the time period.
pub total_trades_sell: i64,
#[serde(rename = "TOTAL_TRADES_UNKNOWN")]
/// The total number of UNKNOWN trades that occurred in the time period.
pub total_trades_unknown: i64,
#[serde(rename = "NUMBER_OF_CONTRACTS")]
/// 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.
pub number_of_contracts: i64,
#[serde(rename = "VOLUME")]
/// 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.
pub volume: f64,
#[serde(rename = "QUOTE_VOLUME")]
/// 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.
pub quote_volume: f64,
#[serde(rename = "VOLUME_BUY")]
/// The sum of all the BUY trade volumes in the from asset (base symbol / coin) for the time period.
pub volume_buy: f64,
#[serde(rename = "QUOTE_VOLUME_BUY")]
/// The sum of all the BUY trade volumes in the To asset (quote/counter symbol/coin) for the time period.
pub quote_volume_buy: f64,
#[serde(rename = "VOLUME_SELL")]
/// The sum of all the SELL trade volumes in the from asset (base symbol / coin) for the time period.
pub volume_sell: f64,
#[serde(rename = "QUOTE_VOLUME_SELL")]
/// The sum of all the SELL trade volumes in the To asset (quote/counter symbol/coin) for the time period.
pub quote_volume_sell: f64,
#[serde(rename = "VOLUME_UNKNOWN")]
/// The sum of all the UNKNOWN trade volumes in the from asset (base symbol / coin) for the time period.
pub volume_unknown: f64,
#[serde(rename = "QUOTE_VOLUME_UNKNOWN")]
/// The sum of all the UNKNOWN trade volumes in the To asset (quote/counter symbol/coin) for the time period.
pub quote_volume_unknown: f64,
}
// Futures: Markets
/// Futures: Markets
#[derive(Deserialize, Debug)]
pub struct CCFuturesMarkets {
#[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,
#[serde(rename = "TOTAL_TRADES_FUTURES")]
/// The total number of futures trades that this exchange has processed.
pub total_trades_futures: i64,
#[serde(rename = "TOTAL_FUNDING_RATE_UPDATES")]
/// The total number of futures funding rate updates that this exchange has processed.
pub total_funding_rate_updates: i64,
#[serde(rename = "TOTAL_OPEN_INTEREST_UPDATES")]
/// The total number of futures open interest updates that this exchange has processed.
pub total_open_interest_updates: i64,
#[serde(rename = "HAS_ORDERBOOK_L2_MINUTE_SNAPSHOTS_ENABLED")]
/// Boolean field denoting if we have historical minute orderbook snapshots endabled for this exchange.
pub has_orderbook_l2_minute_snapshots_enabled: bool,
}