deribit_base/model/
ticker.rs

1use serde::{Deserialize, Serialize};
2
3/// Ticker stats sub-structure
4#[derive(Clone, Serialize, Deserialize)]
5pub struct TickerStats {
6    /// Trading volume
7    pub volume: f64,
8    /// Price change from previous period
9    pub price_change: Option<f64>,
10    /// Highest price in the period
11    pub high: Option<f64>,
12    /// Lowest price in the period
13    pub low: Option<f64>,
14}
15
16/// Ticker data structure with corrected field types
17#[derive(Clone, Serialize, Deserialize)]
18pub struct TickerData {
19    /// Name of the instrument
20    pub instrument_name: String,
21    /// Last traded price
22    pub last_price: Option<f64>,
23    /// Current mark price
24    pub mark_price: f64,
25    /// Best bid price available
26    pub best_bid_price: Option<f64>,
27    /// Best ask price available
28    pub best_ask_price: Option<f64>,
29    /// Amount available at best bid price
30    pub best_bid_amount: f64,
31    /// Amount available at best ask price
32    pub best_ask_amount: f64,
33    /// Trading volume in base currency
34    pub volume: Option<f64>,
35    /// Trading volume in USD
36    pub volume_usd: Option<f64>,
37    /// Open interest for the instrument
38    pub open_interest: Option<f64>,
39    /// Highest price in 24h period
40    pub high: Option<f64>,
41    /// Lowest price in 24h period
42    pub low: Option<f64>,
43    /// Absolute price change in 24h
44    pub price_change: Option<f64>,
45    /// Percentage price change in 24h
46    pub price_change_percentage: Option<f64>,
47    /// Implied volatility at best bid
48    pub bid_iv: Option<f64>,
49    /// Implied volatility at best ask
50    pub ask_iv: Option<f64>,
51    /// Mark implied volatility
52    pub mark_iv: Option<f64>,
53    /// Timestamp of the ticker data
54    pub timestamp: u64,
55    /// Current state of the instrument
56    pub state: String,
57    /// Settlement price (for expired instruments)
58    pub settlement_price: Option<f64>,
59    /// Additional ticker statistics
60    pub stats: TickerStats,
61}
62
63crate::impl_json_display!(TickerData);
64crate::impl_json_debug_pretty!(TickerData);
65
66crate::impl_json_display!(TickerStats);
67crate::impl_json_debug_pretty!(TickerStats);
deribit_base/model/ticker.rs

deribit_base/model/
ticker.rs
