BasicOptionData

deribit_base::model::options

Struct BasicOptionData

pub struct BasicOptionData {Show 15 fields
    pub strike_price: f64,
    pub call_bid: Option<f64>,
    pub call_ask: Option<f64>,
    pub put_bid: Option<f64>,
    pub put_ask: Option<f64>,
    pub implied_volatility: (Option<f64>, Option<f64>),
    pub delta_call: Option<f64>,
    pub delta_put: Option<f64>,
    pub gamma: Option<f64>,
    pub volume: f64,
    pub open_interest: f64,
    pub expiration_date: Option<DateTime<Utc>>,
    pub underlying_price: Option<f64>,
    pub risk_free_rate: f64,
    pub extra_fields: Option<Value>,
}

Expand description

Comprehensive option data structure containing all relevant pricing and risk information

Fields§

§strike_price: f64

Strike price of the option

§call_bid: Option<f64>

Best bid price for call option

§call_ask: Option<f64>

Best ask price for call option

§put_bid: Option<f64>

Best bid price for put option

§put_ask: Option<f64>

Best ask price for put option

§implied_volatility: (Option<f64>, Option<f64>)

Implied volatility for call and put options (call_iv, put_iv)

§delta_call: Option<f64>

Delta value for call option

§delta_put: Option<f64>

Delta value for put option

§gamma: Option<f64>

Gamma value (rate of change of delta)

§volume: f64

Total trading volume

§open_interest: f64

Total open interest

§expiration_date: Option<DateTime<Utc>>

Option expiration date

§underlying_price: Option<f64>

Current price of the underlying asset

§risk_free_rate: f64

Risk-free interest rate

§extra_fields: Option<Value>

Additional fields as JSON value

Trait Implementations§

impl Clone for BasicOptionData

fn clone(&self) -> BasicOptionData

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 BasicOptionData

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for BasicOptionData

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 BasicOptionData

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

Formats the value using the given formatter. Read more

impl Serialize for BasicOptionData

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 BasicOptionData

impl RefUnwindSafe for BasicOptionData

impl Send for BasicOptionData

impl Sync for BasicOptionData

impl Unpin for BasicOptionData

impl UnwindSafe for BasicOptionData

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>,