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use std::fmt::Display;
use serde::{Serialize, Deserialize};
#[derive(Clone, Copy, Debug, Default, Serialize, Deserialize)]
/// The index family to obtain data from.
pub enum IndicesMarket {
#[default]
CADLI,
CCIX,
CCXRP,
CCXRPPERP,
}
impl Display for IndicesMarket {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
match self {
Self::CADLI => write!(f, "cadli"),
Self::CCIX => write!(f, "ccix"),
Self::CCXRP => write!(f, "CCXRP"),
Self::CCXRPPERP => write!(f, "CCXRPPERP"),
}
}
}
// Indices & Reference Rates: Historical OHLCV+
/// Indices & Reference Rates: Historical OHLCV+
#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct IndicesOHLCV {
#[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 index family - a group of indices sharing common characteristics like methodology, type of securities, geographical region, sector,
/// or company size. It's a crucial categorization in data analysis, aiding in performance comparison of different indices and understanding
/// broader market trends.
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 initial value (price) of an index at market opening on a trading period. It's a significant data point used to understand the initial market sentiment,
/// calculate various technical indicators, and for visual representation in charts to identify trends or patterns over time.
pub open: f64,
#[serde(rename = "HIGH")]
/// The maximum value an index (price) reaches during a specific trading period. It's a significant data point used to understand the index's potential
/// and volatility, calculate the range of daily movement, and for visual representation in charts to identify trends or patterns over time.
pub high: f64,
#[serde(rename = "LOW")]
/// The minimum value (price) an index reaches during a specific trading period. It's a vital data point used to understand the index's volatility and risk,
/// calculate the range of daily movement, and for visual representation in charts to identify trends or patterns over time.
pub low: f64,
#[serde(rename = "CLOSE")]
/// The last value (price) of an index at the end of a trading period. It's a critical data point used for performance comparison,
/// calculations like daily return or volatility, and for visual representation in charts to identify trends or patterns over time.
pub close: f64,
#[serde(rename = "FIRST_MESSAGE_TIMESTAMP")]
/// The timestamp in seconds of the initial index update in the 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 the 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 value (price) based on the inital 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 maximum value an index (price) based on all the index updates 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 maximum value an index (price) based on all the index updates in the 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 minimum value an index (price) based on all the index updates 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 the minimum value an index (price) based on all the index updates in the 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 value (price) of an index based on the last index update 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 = "VOLUME")]
/// The total number of base asset parts traded for the index instrument in the time period.
/// It's a critical metric that provides insights into market liquidity and activity level. High volumes indicate high investor interest and liquidity,
/// while low volumes suggest the opposite.
pub volume: f64,
#[serde(rename = "VOLUME_TOP_TIER")]
/// The total number of top tier base asset parts traded for the index instrument in the time period.
/// It's a critical metric that provides insights into market liquidity and activity level. High volumes indicate high investor interest and liquidity,
/// while low volumes suggest the opposite.
pub volume_top_tier: f64,
#[serde(rename = "VOLUME_DIRECT")]
/// The total number of direct base asset parts traded for the index instrument in the time period.
/// It's a critical metric that provides insights into market liquidity and activity level. High volumes indicate high investor interest and liquidity,
/// while low volumes suggest the opposite.
pub volume_direct: f64,
#[serde(rename = "VOLUME_TOP_TIER_DIRECT")]
/// The total number of top tier direct base asset parts traded for the index instrument in the time period.
/// It's a critical metric that provides insights into market liquidity and activity level. High volumes indicate high investor interest and liquidity,
/// while low volumes suggest the opposite.
pub volume_top_tier_direct: f64,
#[serde(rename = "QUOTE_VOLUME")]
/// The total number of quote (counter) asset parts traded for the index instrument in the time period.
/// This offers insight into market activity and liquidity and is used widely in numerical analysis and data visualization.
pub quote: f64,
#[serde(rename = "QUOTE_VOLUME_TOP_TIER")]
/// The total number of top tier quote (counter) asset parts traded for the index instrument in the time period.
/// This offers insight into market activity and liquidity and is used widely in numerical analysis and data visualization.
pub quote_top_tier: f64,
#[serde(rename = "QUOTE_VOLUME_DIRECT")]
/// The total number of direct quote (counter) asset parts traded for the index instrument in the time period.
/// This offers insight into market activity and liquidity and is used widely in numerical analysis and data visualization.
pub quote_direct: f64,
#[serde(rename = "QUOTE_VOLUME_TOP_TIER_DIRECT")]
/// The total number of top tier direct quote (counter) asset parts traded for the index instrument in the time period.
/// This offers insight into market activity and liquidity and is used widely in numerical analysis and data visualization.
pub quote_top_tier_direct: f64,
}