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use std::fmt::Display;
use serde::{Serialize, Deserialize};
use crate::schemas::data_api::InstrumentStatus;
#[derive(Clone, Copy, Debug, Default, Serialize, Deserialize)]
/// The exchange to obtain data from.
pub enum OptionsMarket {
BINANCE,
BULLISH,
BYBIT,
#[default]
DERIBIT,
OKEX,
}
impl Display for OptionsMarket {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
match self {
Self::BINANCE => write!(f, "binance"),
Self::BULLISH => write!(f, "bullish"),
Self::BYBIT => write!(f, "bybit"),
Self::DERIBIT => write!(f, "deribit"),
Self::OKEX => write!(f, "okex"),
}
}
}
#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct OptionsInstrumentMapping {
#[serde(rename = "MAPPED_INSTRUMENT")]
pub mapped_instrument: String,
#[serde(rename = "INDEX_UNDERLYING")]
pub index_underlying: String,
#[serde(rename = "INDEX_UNDERLYING_ID")]
pub index_underlying_id: i32,
#[serde(rename = "QUOTE_CURRENCY")]
pub quote_currency: String,
#[serde(rename = "QUOTE_CURRENCY_ID")]
pub quote_currency_id: i32,
#[serde(rename = "SETTLEMENT_CURRENCY")]
pub settlement_currency: String,
#[serde(rename = "SETTLEMENT_CURRENCY_ID")]
pub settlement_currency_id: i32,
#[serde(rename = "CONTRACT_CURRENCY")]
pub contract_currency: String,
#[serde(rename = "CONTRACT_CURRENCY_ID")]
pub contract_currency_id: i32,
#[serde(rename = "STRIKE_CURRENCY")]
pub strike_currency: String,
#[serde(rename = "STRIKE_CURRENCY_ID")]
pub strike_currency_id: i32,
#[serde(rename = "OPTION_STYLE")]
pub option_style: String,
#[serde(rename = "TRANSFORM_FUNCTION")]
pub tranform_function: String,
#[serde(rename = "CREATED_ON")]
pub created_on: i64,
}
// Options: Historical OHLCV+
///Options: Historical OHLCV+
#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct OptionsOHLCV {
#[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 = "STRIKE_CURRENCY")]
/// The strike currency of the contract underlying index.
pub strike_currency: 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 = "STRIKE_CURRENCY_ID")]
/// Represents the internal CoinDesk ID for the strike currency of the contract underlying index. This ID is unique and immutable,
/// ensuring consistent identification. Applicable only to instruments with a mapping.
pub strike_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 = "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 = "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 = "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,
#[serde(rename = "NOTIONAL_VOLUME")]
/// The sum of all the notional 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 notional_volume: f64,
#[serde(rename = "NOTIONAL_QUOTE_VOLUME")]
/// The sum of all the notional 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 notional_quote_volume: f64,
#[serde(rename = "NOTIONAL_VOLUME_BUY")]
/// The sum of all the BUY notional trade volumes in the from asset (base symbol / coin) for the time period.
pub notional_volume_buy: f64,
#[serde(rename = "NOTIONAL_QUOTE_VOLUME_BUY")]
/// The sum of all the BUY notional trade volumes in the To asset (quote/counter symbol/coin) for the time period.
pub notional_quote_volume_buy: f64,
#[serde(rename = "NOTIONAL_VOLUME_SELL")]
/// The sum of all the SELL notional trade volumes in the from asset (base symbol / coin) for the time period.
pub notional_volume_sell: f64,
#[serde(rename = "NOTIONAL_QUOTE_VOLUME_SELL")]
/// The sum of all the SELL notional trade volumes in the To asset (quote/counter symbol/coin) for the time period.
pub notional_quote_volume_sell: f64,
#[serde(rename = "NOTIONAL_VOLUME_UNKNOWN")]
/// The sum of all the UNKNOWN notional trade volumes in the from asset (base symbol / coin) for the time period.
pub notional_volume_unknown: f64,
#[serde(rename = "NOTIONAL_QUOTE_VOLUME_UNKNOWN")]
/// The sum of all the UNKNOWN notional trade volumes in the To asset (quote/counter symbol/coin) for the time period.
pub notional_quote_volume_unknown: f64,
}
// Options: Instrument Metadata
#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct OptionsInstrumentMetadata {
#[serde(rename = "METADATA_VERSION")]
/// The version of metadata, used for version conversions/migrates.
pub metadata_version: i32,
#[serde(rename = "INSTRUMENT_STATUS")]
/// The status of the instrument, we only poll / stream / connect to the ACTIVE ones,
/// for the RETIRED / IGNORED / EXPIRED / READY_FOR_DECOMMISSIONING means we no longer query/stream data.
pub instrument_status: String,
#[serde(rename = "FIRST_SEEN_ON_POLLING_TS")]
/// This is the first time instrument was seen on instrumentListSourceType POLLING.
pub firt_seen_on_polling_ts: i64,
#[serde(rename = "LAST_SEEN_ON_POLLING_TS")]
/// This is the last time instrument was seen on instrumentListSourceType POLLING.
pub last_seen_on_polling_ts: i64,
#[serde(rename = "INSTRUMENT")]
/// The instrument ID as it is on the exchange with small modifications - we do not allow the following characters inside isntrument ids: ,/&?
pub instrument: String,
#[serde(rename = "INSTRUMENT_MAPPING")]
/// The current mapping information for this instrument
pub instrument_mapping: OptionsInstrumentMapping,
#[serde(rename = "INSTRUMENT_EXTERNAL_DATA")]
/// The full data we get from the polling endpoint for this specific instrument.
/// This is a JSON stringified object with different properties per exchange.
pub instrument_external_data: String,
#[serde(rename = "INSTRUMENT_AVAILABLE_ON_INSTRUMENTS_ENDPOINT")]
/// This flags the exchange instrument is currently available on instruments endpoint.
pub instrument_available_on_instruments_endpoint: bool,
#[serde(rename = "INDEX_ID")]
/// The id of the index the contract is based on.
pub index_id: String,
#[serde(rename = "INDEX_UNDERLYING")]
/// The underlying instrument of the index.
pub index_underlying: String,
#[serde(rename = "QUOTE_CURRENCY")]
/// The instrument that the contract is priced in.
pub quote_currency: String,
#[serde(rename = "SETTLEMENT_CURRENCY")]
/// The currency used to calculate contract PnL. The settlement currency can be different from the index underlying or quote currencies.
pub settlement_currency: String,
#[serde(rename = "CONTRACT_CURRENCY")]
/// The denomination of the CONTRACT_SIZE.
pub contract_currency: String,
#[serde(rename = "CONTRACT_SIZE")]
/// The contract size - how much of the contract currency does one contract contain.
pub contract_size: f64,
#[serde(rename = "TICK_SIZE")]
/// The minimum amount the price can move, denominated in QUOTE_CURRENCY.
pub tick_size: f64,
#[serde(rename = "CONTRACT_CREATION_TS")]
/// The contract creation timestamp we get for the specific derivative instrument.
pub contract_creation_ts: i64,
#[serde(rename = "CONTRACT_EXPIRATION_TS")]
/// The contract expiration timestamp we get for the specific derivative instrument. Not needed for PERPETUAL contract types.
pub contract_expiration_ts: i64,
#[serde(rename = "CONTRACT_EXPIRATION_YEAR")]
/// Year in which the contract expires.
pub contract_expiration_year: i32,
#[serde(rename = "CONTRACT_EXPIRATION_MONTH_CODE")]
/// Month in which the contract expires.
pub contract_expiration_month_code: String,
#[serde(rename = "STRIKE_PRICE")]
/// The strike price.
pub strike_price: f64,
#[serde(rename = "STRIKE_CURRENCY")]
/// The denomination of the STRIKE_PRICE.
pub strike_currency: String,
#[serde(rename = "OPTION_TYPE")]
/// The type of option contract.
pub option_type: String,
#[serde(rename = "OPTION_STYLE")]
/// The style of option contract.
pub option_style: String,
#[serde(rename = "BASE_CURRENCY")]
/// The base currency of the contract underlying index.
pub base_currency: String,
#[serde(rename = "MIN_TRADE_AMOUNT")]
/// The minimum amount of contracts you can trade.
pub min_trade_amount: f64,
}
// Options: Markets
/// Options: Markets
#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct OptionsMarkets {
#[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: InstrumentStatus,
#[serde(rename = "TOTAL_TRADES_OPTIONS")]
/// The total number of options trades that this exchange has processed.
pub total_trades_options: i64,
#[serde(rename = "TOTAL_OPEN_INTEREST_OPTIONS_UPDATES")]
/// The total number of options open interest updates that this exchange has processed.
pub total_open_interest_updates: i64,
#[serde(rename = "HAS_ORDERBOOK_L2_MINUTE_SNAPSHOTS_ENABLED")]
pub has_orderbook_l2_minute_snapshots_enabled: Option<bool>,
}