Ticker

deribit_base::model::market_data

Struct Ticker

pub struct Ticker {Show 23 fields
    pub instrument_name: String,
    pub timestamp: i64,
    pub best_bid_price: Option<f64>,
    pub best_bid_amount: Option<f64>,
    pub best_ask_price: Option<f64>,
    pub best_ask_amount: Option<f64>,
    pub last_price: Option<f64>,
    pub mark_price: Option<f64>,
    pub index_price: Option<f64>,
    pub open_interest: f64,
    pub volume_24h: f64,
    pub volume_usd_24h: f64,
    pub price_change_24h: f64,
    pub high_24h: Option<f64>,
    pub low_24h: Option<f64>,
    pub underlying_price: Option<f64>,
    pub underlying_index: Option<String>,
    pub instrument_kind: Option<InstrumentKind>,
    pub current_funding: Option<f64>,
    pub funding_8h: Option<f64>,
    pub iv: Option<f64>,
    pub greeks: Option<Greeks>,
    pub interest_rate: Option<f64>,
}

Expand description

Ticker information

Fields§

§instrument_name: String

Instrument name

§timestamp: i64

Timestamp of the ticker data

§best_bid_price: Option<f64>

Best bid price

§best_bid_amount: Option<f64>

Best bid amount

§best_ask_price: Option<f64>

Best ask price

§best_ask_amount: Option<f64>

Best ask amount

§last_price: Option<f64>

Last trade price

§mark_price: Option<f64>

Mark price

§index_price: Option<f64>

Index price

§open_interest: f64

Open interest

§volume_24h: f64

24h volume

§volume_usd_24h: f64

24h volume in USD

§price_change_24h: f64

24h price change

§high_24h: Option<f64>

High price in 24h

§low_24h: Option<f64>

Low price in 24h

§underlying_price: Option<f64>

Underlying price (for derivatives)

§underlying_index: Option<String>

Underlying index

§instrument_kind: Option<InstrumentKind>

Instrument kind

§current_funding: Option<f64>

Current funding rate (for perpetuals)

§funding_8h: Option<f64>

Funding 8h rate

§iv: Option<f64>

Implied volatility (for options)

§greeks: Option<Greeks>

Greeks (for options)

§interest_rate: Option<f64>

Interest rate

Implementations§

impl Ticker

pub fn spread(&self) -> Option<f64>

Calculate bid-ask spread

pub fn mid_price(&self) -> Option<f64>

Calculate mid price

pub fn spread_percentage(&self) -> Option<f64>

Calculate spread percentage

pub fn has_valid_spread(&self) -> bool

Check if there’s a valid bid-ask spread

Trait Implementations§

impl Clone for Ticker

fn clone(&self) -> Ticker

Returns a duplicate of the value. Read more

1.0.0 · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more

impl Debug for Ticker

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for Ticker

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

impl Display for Ticker

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

impl Serialize for Ticker

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for Ticker

impl RefUnwindSafe for Ticker

impl Send for Ticker

impl Sync for Ticker

impl Unpin for Ticker

impl UnwindSafe for Ticker

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T> ToString for T
where T: Display + ?Sized,

fn to_string(&self) -> String

Converts the given value to a String. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,