oanda_client/models/
instrument.rs

1//! OANDA v20 instrument definitions.
2use crate::ids::InstrumentName;
3use crate::timestamp::Timestamp;
4use rust_decimal::Decimal;
5use serde::{Deserialize, Serialize};
6
7provider_enum! {
8    /// Unrecognized spellings are retained and serialized unchanged for provider
9    /// compatibility; endpoint admission applies any operation-specific restrictions.
10    /// The granularity of a candlestick
11    #[derive(Debug, Clone, PartialEq, Eq, Hash)]
12    #[non_exhaustive]
13    pub enum CandlestickGranularity {
14        /// 5 second candlesticks, minute alignment
15        S5 => "S5",
16        /// 10 second candlesticks, minute alignment
17        S10 => "S10",
18        /// 15 second candlesticks, minute alignment
19        S15 => "S15",
20        /// 30 second candlesticks, minute alignment
21        S30 => "S30",
22        /// 1 minute candlesticks, minute alignment
23        M1 => "M1",
24        /// 2 minute candlesticks, hour alignment
25        M2 => "M2",
26        /// 4 minute candlesticks, hour alignment
27        M4 => "M4",
28        /// 5 minute candlesticks, hour alignment
29        M5 => "M5",
30        /// 10 minute candlesticks, hour alignment
31        M10 => "M10",
32        /// 15 minute candlesticks, hour alignment
33        M15 => "M15",
34        /// 30 minute candlesticks, hour alignment
35        M30 => "M30",
36        /// 1 hour candlesticks, hour alignment
37        H1 => "H1",
38        /// 2 hour candlesticks, day alignment
39        H2 => "H2",
40        /// 3 hour candlesticks, day alignment
41        H3 => "H3",
42        /// 4 hour candlesticks, day alignment
43        H4 => "H4",
44        /// 6 hour candlesticks, day alignment
45        H6 => "H6",
46        /// 8 hour candlesticks, day alignment
47        H8 => "H8",
48        /// 12 hour candlesticks, day alignment
49        H12 => "H12",
50        /// 1 day candlesticks, day alignment
51        D => "D",
52        /// 1 week candlesticks, aligned to start of week
53        W => "W",
54        /// 1 month candlesticks, aligned to first day of the month
55        M => "M",
56        ;
57        /// An unrecognized provider value, preserved for forward compatibility.
58        Unknown(String),
59    }
60}
61
62provider_enum! {
63    /// Unrecognized spellings are retained and serialized unchanged for provider
64    /// compatibility; endpoint admission applies any operation-specific restrictions.
65    /// The day of the week to use for candlestick granularities with weekly alignment.
66    #[derive(Debug, Clone, PartialEq, Eq, Hash)]
67    #[non_exhaustive]
68    pub enum WeeklyAlignment {
69        /// Monday
70        Monday => "Monday",
71        /// Tuesday
72        Tuesday => "Tuesday",
73        /// Wednesday
74        Wednesday => "Wednesday",
75        /// Thursday
76        Thursday => "Thursday",
77        /// Friday
78        Friday => "Friday",
79        /// Saturday
80        Saturday => "Saturday",
81        /// Sunday
82        Sunday => "Sunday",
83        ;
84        /// An unrecognized provider value, preserved for forward compatibility.
85        Unknown(String),
86    }
87}
88
89/// The Candlestick representation
90#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
91#[serde(rename_all = "camelCase")]
92pub struct Candlestick {
93    /// The start time of the candlestick
94    #[serde(rename = "time", default, skip_serializing_if = "Option::is_none")]
95    pub time: Option<Timestamp>,
96    /// The candlestick data based on bids. Only provided if bid-based candles were requested.
97    #[serde(rename = "bid", default, skip_serializing_if = "Option::is_none")]
98    pub bid: Option<CandlestickData>,
99    /// The candlestick data based on asks. Only provided if ask-based candles were requested.
100    #[serde(rename = "ask", default, skip_serializing_if = "Option::is_none")]
101    pub ask: Option<CandlestickData>,
102    /// The candlestick data based on midpoints. Only provided if midpoint-based candles were requested.
103    #[serde(rename = "mid", default, skip_serializing_if = "Option::is_none")]
104    pub mid: Option<CandlestickData>,
105    /// The number of prices created during the time-range represented by the candlestick.
106    #[serde(rename = "volume", default, skip_serializing_if = "Option::is_none")]
107    pub volume: Option<i64>,
108    /// A flag indicating if the candlestick is complete. A complete candlestick is one whose ending time is not
109    /// in the future.
110    #[serde(rename = "complete", default, skip_serializing_if = "Option::is_none")]
111    pub complete: Option<bool>,
112}
113
114/// The price data (open, high, low, close) for the Candlestick representation.
115#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
116#[serde(rename_all = "camelCase")]
117pub struct CandlestickData {
118    /// The first (open) price in the time-range represented by the candlestick.
119    #[serde(rename = "o", default, skip_serializing_if = "Option::is_none")]
120    #[serde(deserialize_with = "crate::decimal_wire::optional_number_or_string")]
121    pub o: Option<Decimal>,
122    /// The highest price in the time-range represented by the candlestick.
123    #[serde(rename = "h", default, skip_serializing_if = "Option::is_none")]
124    #[serde(deserialize_with = "crate::decimal_wire::optional_number_or_string")]
125    pub h: Option<Decimal>,
126    /// The lowest price in the time-range represented by the candlestick.
127    #[serde(rename = "l", default, skip_serializing_if = "Option::is_none")]
128    #[serde(deserialize_with = "crate::decimal_wire::optional_number_or_string")]
129    pub l: Option<Decimal>,
130    /// The last (closing) price in the time-range represented by the candlestick.
131    #[serde(rename = "c", default, skip_serializing_if = "Option::is_none")]
132    #[serde(deserialize_with = "crate::decimal_wire::optional_number_or_string")]
133    pub c: Option<Decimal>,
134}
135
136/// Response containing instrument, granularity, and list of candles.
137#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
138#[serde(rename_all = "camelCase")]
139pub struct CandlestickResponse {
140    /// The instrument whose Prices are represented by the candlesticks.
141    #[serde(
142        rename = "instrument",
143        default,
144        skip_serializing_if = "Option::is_none"
145    )]
146    pub instrument: Option<InstrumentName>,
147    /// The granularity of the candlesticks provided.
148    #[serde(
149        rename = "granularity",
150        default,
151        skip_serializing_if = "Option::is_none"
152    )]
153    pub granularity: Option<CandlestickGranularity>,
154    /// The list of candlesticks that satisfy the request.
155    #[serde(rename = "candles", default, skip_serializing_if = "Option::is_none")]
156    pub candles: Option<Vec<Candlestick>>,
157}
oanda_client/models/instrument.rs

oanda_client/models/
instrument.rs
