deribit_base/
types.rs

1//! Common data types for Deribit API
2
3use serde::{Deserialize, Serialize};
4
5/// Currency type
6#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
7pub enum Currency {
8    #[serde(rename = "BTC")]
9    Bitcoin,
10    #[serde(rename = "ETH")]
11    Ethereum,
12    #[serde(rename = "SOL")]
13    Solana,
14    #[serde(rename = "USDC")]
15    UsdCoin,
16    #[serde(rename = "USDT")]
17    Tether,
18}
19
20/// Instrument kind
21#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
22#[serde(rename_all = "lowercase")]
23pub enum InstrumentKind {
24    Future,
25    Option,
26    Spot,
27    FutureCombo,
28    OptionCombo,
29}
30
31/// Order side
32#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
33#[serde(rename_all = "lowercase")]
34pub enum OrderSide {
35    Buy,
36    Sell,
37}
38
39/// Order type
40#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
41#[serde(rename_all = "snake_case")]
42pub enum OrderType {
43    Limit,
44    Market,
45    StopLimit,
46    StopMarket,
47    TrailingStop,
48}
49
50/// Order state
51#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
52#[serde(rename_all = "lowercase")]
53pub enum OrderState {
54    Open,
55    Filled,
56    Rejected,
57    Cancelled,
58    Untriggered,
59    Triggered,
60}
61
62/// Time in force
63#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
64#[serde(rename_all = "snake_case")]
65pub enum TimeInForce {
66    GoodTillCancelled,
67    GoodTillDay,
68    FillOrKill,
69    ImmediateOrCancel,
70}
71
72/// Instrument information
73#[derive(Debug, Clone, Serialize, Deserialize)]
74pub struct Instrument {
75    pub instrument_name: String,
76    pub kind: InstrumentKind,
77    pub currency: Currency,
78    pub is_active: bool,
79    pub expiration_timestamp: Option<i64>,
80    pub strike: Option<f64>,
81    pub option_type: Option<String>,
82    pub tick_size: f64,
83    pub min_trade_amount: f64,
84    pub contract_size: f64,
85}
86
87/// Order information
88#[derive(Debug, Clone, Serialize, Deserialize)]
89pub struct Order {
90    pub order_id: String,
91    pub instrument_name: String,
92    pub direction: OrderSide,
93    pub amount: f64,
94    pub price: Option<f64>,
95    pub order_type: OrderType,
96    pub order_state: OrderState,
97    pub time_in_force: TimeInForce,
98    pub filled_amount: f64,
99    pub average_price: Option<f64>,
100    pub creation_timestamp: i64,
101    pub last_update_timestamp: i64,
102}
103
104/// Trade information
105#[derive(Debug, Clone, Serialize, Deserialize)]
106pub struct Trade {
107    pub trade_id: String,
108    pub instrument_name: String,
109    pub order_id: String,
110    pub direction: OrderSide,
111    pub amount: f64,
112    pub price: f64,
113    pub timestamp: i64,
114    pub fee: f64,
115    pub fee_currency: Currency,
116}
117
118/// Position information
119#[derive(Debug, Clone, Serialize, Deserialize)]
120pub struct Position {
121    pub instrument_name: String,
122    pub size: f64,
123    pub direction: OrderSide,
124    pub average_price: f64,
125    pub mark_price: f64,
126    pub unrealized_pnl: f64,
127    pub realized_pnl: f64,
128    pub delta: f64,
129    pub gamma: f64,
130    pub vega: f64,
131    pub theta: f64,
132}
133
134/// Account summary
135#[derive(Debug, Clone, Serialize, Deserialize)]
136pub struct AccountSummary {
137    pub currency: Currency,
138    pub balance: f64,
139    pub equity: f64,
140    pub available_funds: f64,
141    pub margin_balance: f64,
142    pub unrealized_pnl: f64,
143    pub realized_pnl: f64,
144    pub total_pl: f64,
145}
146
147/// Market data tick
148#[derive(Debug, Clone, Serialize, Deserialize)]
149pub struct Tick {
150    pub instrument_name: String,
151    pub timestamp: i64,
152    pub best_bid_price: Option<f64>,
153    pub best_bid_amount: Option<f64>,
154    pub best_ask_price: Option<f64>,
155    pub best_ask_amount: Option<f64>,
156    pub last_price: Option<f64>,
157    pub mark_price: Option<f64>,
158    pub index_price: Option<f64>,
159}
160
161/// Generic API response wrapper
162#[derive(Debug, Clone, Serialize, Deserialize)]
163pub struct ApiResponse<T> {
164    pub jsonrpc: String,
165    pub id: Option<serde_json::Value>,
166    pub result: Option<T>,
167    pub error: Option<ApiError>,
168}
169
170/// API error structure
171#[derive(Debug, Clone, Serialize, Deserialize)]
172pub struct ApiError {
173    pub code: i32,
174    pub message: String,
175    pub data: Option<serde_json::Value>,
176}
deribit_base/types.rs

deribit_base/
types.rs
