rust-okx 0.6.0

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
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315

//! Block trading channel models (`rfqs`, `quotes`, `struc-block-trades`, `block-tickers`).
//!
//! Mixed public and private channels.

use serde::Deserialize;
use serde_json::Value;

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

/// A leg embedded in block RFQ, quote, and structure-block-trade messages.
#[derive(Debug, Clone, Default, Deserialize)]
#[serde(rename_all = "camelCase")]
#[non_exhaustive]
pub struct BlockLeg {
    /// Instrument ID of this leg, e.g., `BTC-USD-240329-40000-C`.
    #[serde(default)]
    pub inst_id: String,
    /// Trade mode: `cross`, `isolated`, or `cash`.
    #[serde(default)]
    pub td_mode: String,
    /// Margin currency (cross MARGIN orders in Futures mode only).
    #[serde(default)]
    pub ccy: String,
    /// Leg size in base currency or contracts.
    #[serde(default)]
    pub sz: NumberString,
    /// Leg side: `buy` or `sell`.
    #[serde(default)]
    pub side: String,
    /// Position side: `long`, `short`, or `net`.
    #[serde(default)]
    pub pos_side: String,
    /// Leg price.
    #[serde(default)]
    pub px: NumberString,
    /// Trade ID for this leg (only present after execution).
    #[serde(default)]
    pub trade_id: String,
    /// Target currency for the leg quantity (spot only): `base_ccy` or `quote_ccy`.
    #[serde(default)]
    pub tgt_ccy: String,
    /// Fee charged for this leg (negative means deducted; positive means rebate).
    #[serde(default)]
    pub fee: NumberString,
    /// Fee currency for this leg.
    #[serde(default)]
    pub fee_ccy: String,
    /// The quote currency used for trading (spot only).
    #[serde(default)]
    pub trade_quote_ccy: String,
    /// Unrecognized fields retained for forward compatibility.
    #[serde(flatten, default)]
    pub extra: ExtraFields,
}

/// Block-trading `rfqs` channel row.
///
/// OKX docs: <https://www.okx.com/docs-v5/en/#block-trading-websocket-rfqs-channel>
#[derive(Debug, Clone, Default, Deserialize)]
#[serde(rename_all = "camelCase")]
#[non_exhaustive]
pub struct BlockRfqUpdate {
    /// OKX-assigned RFQ ID.
    #[serde(default)]
    pub rfq_id: String,
    /// Client-supplied RFQ ID (empty for Maker).
    #[serde(default)]
    pub cl_rfq_id: String,
    /// RFQ tag.
    #[serde(default)]
    pub tag: String,
    /// Taker's anonymized trader code.
    #[serde(default)]
    pub trader_code: String,
    /// Time until which this RFQ is valid (Unix milliseconds).
    #[serde(default)]
    pub valid_until: NumberString,
    /// List of counterparty trader codes invited to quote.
    #[serde(default)]
    pub counterparties: Vec<String>,
    /// Legs that make up this RFQ.
    #[serde(default)]
    pub legs: Vec<BlockLeg>,
    /// Whether partial execution is allowed on this RFQ.
    #[serde(default)]
    pub allow_partial_execution: bool,
    /// RFQ state.
    ///
    /// Documented values: `active`, `canceled`, `filled`, `expired`, `traded_away`, `failed`.
    #[serde(default)]
    pub state: String,
    /// Flow type; only applicable to Makers (empty for Takers).
    #[serde(default)]
    pub flow_type: String,
    /// Group ID when this RFQ belongs to an RFQ group.
    #[serde(default)]
    pub group_id: String,
    /// Account allocation details (taker only).
    #[serde(default)]
    pub acct_alloc: Vec<Value>,
    /// RFQ creation time (Unix milliseconds).
    #[serde(default)]
    pub c_time: NumberString,
    /// Last update time (Unix milliseconds).
    #[serde(default)]
    pub u_time: NumberString,
    /// Unrecognized fields retained for forward compatibility.
    #[serde(flatten, default)]
    pub extra: ExtraFields,
}

/// Block-trading `quotes` channel row.
///
/// OKX docs: <https://www.okx.com/docs-v5/en/#block-trading-websocket-quotes-channel>
#[derive(Debug, Clone, Default, Deserialize)]
#[serde(rename_all = "camelCase")]
#[non_exhaustive]
pub struct BlockQuoteUpdate {
    /// OKX-assigned quote ID.
    #[serde(default)]
    pub quote_id: String,
    /// Client-supplied quote ID (empty for Taker).
    #[serde(default)]
    pub cl_quote_id: String,
    /// RFQ ID being responded to.
    #[serde(default)]
    pub rfq_id: String,
    /// Client-supplied RFQ ID (empty for Maker).
    #[serde(default)]
    pub cl_rfq_id: String,
    /// Quote tag.
    #[serde(default)]
    pub tag: String,
    /// Maker's anonymized trader code.
    #[serde(default)]
    pub trader_code: String,
    /// Quote side from the maker's perspective: `buy` or `sell`.
    #[serde(default)]
    pub quote_side: String,
    /// Time until which this quote is valid (Unix milliseconds).
    #[serde(default)]
    pub valid_until: NumberString,
    /// Legs that make up this quote.
    #[serde(default)]
    pub legs: Vec<BlockLeg>,
    /// Quote state.
    ///
    /// Documented values: `active`, `canceled`, `filled`, `expired`, `failed`.
    #[serde(default)]
    pub state: String,
    /// Reason for the current state (e.g., `mmp_canceled`).
    #[serde(default)]
    pub reason: String,
    /// Quote creation time (Unix milliseconds).
    #[serde(default)]
    pub c_time: NumberString,
    /// Last update time (Unix milliseconds).
    #[serde(default)]
    pub u_time: NumberString,
    /// Unrecognized fields retained for forward compatibility.
    #[serde(flatten, default)]
    pub extra: ExtraFields,
}

/// Structure-block-trade channel row (private `struc-block-trades`).
///
/// OKX docs: <https://www.okx.com/docs-v5/en/#block-trading-websocket-structure-block-trades-channel>
#[derive(Debug, Clone, Default, Deserialize)]
#[serde(rename_all = "camelCase")]
#[non_exhaustive]
pub struct StructureBlockTradeUpdate {
    /// Block trade ID that groups one or more legs.
    #[serde(default)]
    pub block_td_id: String,
    /// OKX-assigned RFQ ID.
    #[serde(default)]
    pub rfq_id: String,
    /// Client-supplied RFQ ID.
    #[serde(default)]
    pub cl_rfq_id: String,
    /// OKX-assigned quote ID.
    #[serde(default)]
    pub quote_id: String,
    /// Client-supplied quote ID.
    #[serde(default)]
    pub cl_quote_id: String,
    /// Tag associated with this trade.
    #[serde(default)]
    pub tag: String,
    /// Whether the trade execution was successful.
    #[serde(default)]
    pub is_successful: bool,
    /// Error code when `is_successful` is `false`; empty otherwise.
    #[serde(default)]
    pub error_code: String,
    /// Taker's anonymized trader code.
    #[serde(default)]
    pub t_trader_code: String,
    /// Maker's anonymized trader code.
    #[serde(default)]
    pub m_trader_code: String,
    /// Legs that make up this block trade.
    #[serde(default)]
    pub legs: Vec<BlockLeg>,
    /// Account allocation details for this trade.
    #[serde(default)]
    pub acct_alloc: Vec<Value>,
    /// Trade creation time (Unix milliseconds).
    #[serde(default)]
    pub c_time: NumberString,
    /// Unrecognized fields retained for forward compatibility.
    #[serde(flatten, default)]
    pub extra: ExtraFields,
}

/// Public block-trade channel row (`public-block-trades`).
///
/// Each push represents a single filled instrument trade.
///
/// OKX docs: <https://www.okx.com/docs-v5/en/#block-trading-websocket-public-block-trades-channel>
#[derive(Debug, Clone, Default, Deserialize)]
#[serde(rename_all = "camelCase")]
#[non_exhaustive]
pub struct PublicBlockTradeUpdate {
    /// Instrument ID, e.g., `BTC-USD-231020-5000-P`.
    #[serde(default)]
    pub inst_id: String,
    /// Trade ID.
    #[serde(default)]
    pub trade_id: String,
    /// Fill price.
    #[serde(default)]
    pub px: NumberString,
    /// Fill size.
    #[serde(default)]
    pub sz: NumberString,
    /// Fill side: `buy` or `sell` (taker perspective).
    #[serde(default)]
    pub side: String,
    /// Implied volatility (options only).
    #[serde(default)]
    pub fill_vol: NumberString,
    /// Forward price (options only).
    #[serde(default)]
    pub fwd_px: NumberString,
    /// Index price (futures / swap / option).
    #[serde(default)]
    pub idx_px: NumberString,
    /// Mark price (futures / swap / option).
    #[serde(default)]
    pub mark_px: NumberString,
    /// Group RFQ ID; empty for normal trades.
    #[serde(default)]
    pub group_id: String,
    /// Push time (Unix milliseconds).
    #[serde(default)]
    pub ts: NumberString,
    /// Unrecognized fields retained for forward compatibility.
    #[serde(flatten, default)]
    pub extra: ExtraFields,
}

/// Public structure-block-trade channel row (`public-struc-block-trades`).
///
/// OKX docs: <https://www.okx.com/docs-v5/en/#block-trading-websocket-public-structure-block-trades-channel>
#[derive(Debug, Clone, Default, Deserialize)]
#[serde(rename_all = "camelCase")]
#[non_exhaustive]
pub struct PublicStructureBlockTradeUpdate {
    /// Block trade ID.
    #[serde(default)]
    pub block_td_id: String,
    /// Group RFQ ID; empty for normal trades.
    #[serde(default)]
    pub group_id: String,
    /// Legs of the structure block trade.
    ///
    /// Each leg carries `instId`, `px`, `sz`, `side`, and `tradeId`.
    #[serde(default)]
    pub legs: Vec<BlockLeg>,
    /// Trade creation time (Unix milliseconds).
    #[serde(default)]
    pub c_time: NumberString,
    /// Unrecognized fields retained for forward compatibility.
    #[serde(flatten, default)]
    pub extra: ExtraFields,
}

/// `block-tickers` channel row.
///
/// OKX docs: <https://www.okx.com/docs-v5/en/#block-trading-websocket-block-tickers-channel>
#[derive(Debug, Clone, Default, Deserialize)]
#[serde(rename_all = "camelCase")]
#[non_exhaustive]
pub struct BlockTickerUpdate {
    /// Instrument type, e.g., `SWAP`, `FUTURES`, `OPTION`.
    #[serde(default)]
    pub inst_type: String,
    /// Instrument ID, e.g., `LTC-USD-SWAP`.
    #[serde(default)]
    pub inst_id: String,
    /// 24h block-trading volume in currency units.
    #[serde(default)]
    pub vol_ccy24h: NumberString,
    /// 24h block-trading volume in contracts.
    #[serde(default)]
    pub vol24h: NumberString,
    /// Ticker data generation time (Unix milliseconds).
    #[serde(default)]
    pub ts: NumberString,
    /// Unrecognized fields retained for forward compatibility.
    #[serde(flatten, default)]
    pub extra: ExtraFields,
}