rust-okx 0.4.0

Async Rust client for the OKX v5 REST API
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135

//! Trading bot channel models (`grid-orders-*`, `grid-positions`, `recurring-buy`, etc.).
//!
//! Private channels; login required.

use serde::Deserialize;

use crate::model::NumberString;
use super::ExtraFields;

ws_object! {
    /// Spot/contract grid-order channel row.
    ///
    /// OKX docs: <https://www.okx.com/docs-v5/en/#trading-bot-websocket-grid-orders-channel>
    GridOrderUpdate {
        inst_id: String,
        algo_id: String,
        algo_cl_ord_id: String,
        inst_type: String,
        algo_ord_type: String,
        state: String,
        direction: String,
        run_type: String,
        sz: NumberString,
        investment: NumberString,
        total_pnl: NumberString,
        pnl_ratio: NumberString,
        stop_type: String,
        cancel_type: String,
        c_time: NumberString,
        u_time: NumberString,
        p_time: NumberString
    }
}

/// Backward-compatible name for grid-order updates.
pub type TradingBotUpdate = GridOrderUpdate;

ws_object! {
    /// `grid-positions` channel row.
    ///
    /// OKX docs: <https://www.okx.com/docs-v5/en/#trading-bot-websocket-grid-positions-channel>
    GridPositionUpdate {
        algo_id: String,
        inst_id: String,
        inst_type: String,
        mgn_mode: String,
        pos_side: String,
        pos: NumberString,
        avg_px: NumberString,
        upl: NumberString,
        upl_ratio: NumberString,
        lever: NumberString,
        liq_px: NumberString,
        u_time: NumberString
    }
}

ws_object! {
    /// `grid-sub-orders` channel row.
    ///
    /// OKX docs: <https://www.okx.com/docs-v5/en/#trading-bot-websocket-grid-sub-orders-channel>
    GridSubOrderUpdate {
        algo_id: String,
        inst_id: String,
        ord_id: String,
        cl_ord_id: String,
        side: String,
        px: NumberString,
        sz: NumberString,
        state: String,
        avg_px: NumberString,
        acc_fill_sz: NumberString,
        fee: NumberString,
        fee_ccy: String,
        pnl: NumberString,
        c_time: NumberString,
        u_time: NumberString
    }
}

ws_object! {
    /// Currency allocation nested in [`RecurringBuyOrderUpdate`].
    RecurringBuyAllocation {
        ccy: String,
        ratio: NumberString
    }
}

ws_object! {
    /// `algo-recurring-buy` channel row.
    ///
    /// OKX docs: <https://www.okx.com/docs-v5/en/#trading-bot-websocket-recurring-buy-orders-channel>
    RecurringBuyOrderUpdate {
        algo_id: String,
        algo_cl_ord_id: String,
        inst_type: String,
        algo_ord_type: String,
        state: String,
        stgy_name: String,
        recurring_list: Vec<RecurringBuyAllocation>,
        period: String,
        recurring_day: String,
        recurring_hour: String,
        recurring_time: String,
        time_zone: String,
        amt: NumberString,
        investment_amt: NumberString,
        investment_ccy: String,
        total_investment: NumberString,
        total_pnl: NumberString,
        total_ann_rate: NumberString,
        pnl_ratio: NumberString,
        mkt_cap: NumberString,
        cycles: NumberString,
        tag: String,
        c_time: NumberString,
        u_time: NumberString,
        p_time: NumberString
    }
}

ws_object! {
    /// `copytrading-notification` channel row.
    ///
    /// OKX docs: <https://www.okx.com/docs-v5/en/#copy-trading-websocket-copy-trading-notification-channel>
    CopyTradingNotification {
        notification_type: String,
        notification_msg: String,
        inst_type: String,
        inst_id: String,
        sub_pos_id: String,
        unique_code: String,
        ts: NumberString
    }
}