nautilus-okx 0.57.0

// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

//! Data models representing OKX API payloads consumed by the adapter.

use serde::{Deserialize, Serialize};
use ustr::Ustr;

use super::enums::{OKXOptionType, OKXTriggerType};
use crate::common::{
    enums::{OKXContractType, OKXInstrumentStatus, OKXInstrumentType},
    parse::{
        deserialize_empty_string_as_none, deserialize_empty_ustr_as_none,
        deserialize_optional_string_to_u64,
    },
};

/// Attached TP/SL child order metadata returned by OKX on parent orders.
#[derive(Clone, Debug, Default, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct OKXAttachedAlgoOrd {
    /// Attached algo order ID, if assigned by OKX.
    #[serde(default)]
    pub attach_algo_id: String,
    /// Attached child client order ID.
    #[serde(default)]
    pub attach_algo_cl_ord_id: String,
    /// Stop-loss trigger price.
    #[serde(default)]
    pub sl_trigger_px: String,
    /// Stop-loss order price.
    #[serde(default)]
    pub sl_ord_px: String,
    /// Stop-loss trigger price type.
    #[serde(default)]
    pub sl_trigger_px_type: Option<OKXTriggerType>,
    /// Take-profit trigger price.
    #[serde(default)]
    pub tp_trigger_px: String,
    /// Take-profit order price.
    #[serde(default)]
    pub tp_ord_px: String,
    /// Take-profit trigger price type.
    #[serde(default)]
    pub tp_trigger_px_type: Option<OKXTriggerType>,
    /// Callback ratio for attached trailing stop orders.
    #[serde(default)]
    pub callback_ratio: String,
    /// Callback spread for attached trailing stop orders.
    #[serde(default)]
    pub callback_spread: String,
    /// Activation price for attached trailing stop orders.
    #[serde(default)]
    pub active_px: String,
}

/// Represents an instrument on the OKX exchange.
#[derive(Clone, Debug, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct OKXInstrument {
    /// Product type (SPOT, MARGIN, SWAP, FUTURES, OPTION).
    pub inst_type: OKXInstrumentType,
    /// Instrument ID, e.g. "BTC-USD-SWAP".
    pub inst_id: Ustr,
    /// Instrument ID code (numeric). Required for WebSocket order operations.
    /// E.g., 10458 for BTC-USD-SWAP.
    #[serde(default)]
    pub inst_id_code: Option<u64>,
    /// Underlying of the instrument, e.g. "BTC-USD". Only applicable to FUTURES/SWAP/OPTION.
    pub uly: Ustr,
    /// Instrument family, e.g. "BTC-USD". Only applicable to FUTURES/SWAP/OPTION.
    pub inst_family: Ustr,
    /// Event contract series ID. Only applicable to EVENTS.
    #[serde(default, deserialize_with = "deserialize_empty_ustr_as_none")]
    pub series_id: Option<Ustr>,
    /// Instrument category.
    #[serde(
        default,
        alias = "category",
        deserialize_with = "deserialize_empty_string_as_none"
    )]
    pub inst_category: Option<String>,
    /// Base currency, e.g. "BTC" in BTC-USDT. Applicable to SPOT/MARGIN.
    pub base_ccy: Ustr,
    /// Quote currency, e.g. "USDT" in BTC-USDT.
    pub quote_ccy: Ustr,
    /// Settlement currency, e.g. "BTC" for BTC-USD-SWAP.
    pub settle_ccy: Ustr,
    /// Contract value. Only applicable to FUTURES/SWAP/OPTION.
    pub ct_val: String,
    /// Contract multiplier. Only applicable to FUTURES/SWAP/OPTION.
    pub ct_mult: String,
    /// Contract value currency. Only applicable to FUTURES/SWAP/OPTION.
    pub ct_val_ccy: String,
    /// Option type, "C" for call options, "P" for put options. Only applicable to OPTION.
    pub opt_type: OKXOptionType,
    /// Strike price. Only applicable to OPTION.
    pub stk: String,
    /// Listing time, Unix timestamp format in milliseconds, e.g. "1597026383085".
    #[serde(deserialize_with = "deserialize_optional_string_to_u64")]
    pub list_time: Option<u64>,
    /// Expiry time, Unix timestamp format in milliseconds, e.g. "1597026383085".
    #[serde(deserialize_with = "deserialize_optional_string_to_u64")]
    pub exp_time: Option<u64>,
    /// Leverage. Not applicable to SPOT.
    pub lever: String,
    /// Tick size, e.g. "0.1".
    pub tick_sz: String,
    /// Lot size, e.g. "1".
    pub lot_sz: String,
    /// Minimum order size.
    pub min_sz: String,
    /// Contract type. linear: "linear", inverse: "inverse". Only applicable to FUTURES/SWAP.
    pub ct_type: OKXContractType,
    /// Instrument status.
    pub state: OKXInstrumentStatus,
    /// Rule type, e.g. "DynamicPL", "CT", etc.
    pub rule_type: String,
    /// Maximum limit order size.
    #[serde(default)]
    pub max_lmt_sz: String,
    /// Maximum market order size.
    #[serde(default)]
    pub max_mkt_sz: String,
    /// Maximum limit order amount.
    #[serde(default)]
    pub max_lmt_amt: String,
    /// Maximum market order amount.
    #[serde(default)]
    pub max_mkt_amt: String,
    /// Maximum TWAP order size.
    #[serde(default)]
    pub max_twap_sz: String,
    /// Maximum iceberg order size.
    #[serde(default)]
    pub max_iceberg_sz: String,
    /// Maximum trigger order size.
    #[serde(default)]
    pub max_trigger_sz: String,
    /// Maximum stop order size.
    #[serde(default)]
    pub max_stop_sz: String,
}