Struct MarketDataSnapshotFullRefresh

pub struct MarketDataSnapshotFullRefresh {
    pub symbol: String,
    pub md_req_id: Option<String>,
    pub underlying_symbol: Option<String>,
    pub underlying_px: Option<f64>,
    pub contract_multiplier: Option<f64>,
    pub put_or_call: Option<i32>,
    pub trade_volume_24h: Option<f64>,
    pub mark_price: Option<f64>,
    pub open_interest: Option<f64>,
    pub current_funding: Option<f64>,
    pub funding_8h: Option<f64>,
    pub entries: Vec<MdEntry>,
}

Market Data Snapshot/Full Refresh message structure

Fields

symbol: String

Instrument symbol

md_req_id: Option<String>

ID of the original request (optional)

underlying_symbol: Option<String>

Underlying symbol (for options)

underlying_px: Option<f64>

Price of the underlying instrument (for options)

contract_multiplier: Option<f64>

Contract multiplier

put_or_call: Option<i32>

Put or Call indicator (0 = put, 1 = call)

trade_volume_24h: Option<f64>

24h trade volume

mark_price: Option<f64>

Mark price

open_interest: Option<f64>

Open interest

current_funding: Option<f64>

Current funding (perpetual only)

funding_8h: Option<f64>

Funding in last 8h (perpetual only)

entries: Vec<MdEntry>

Market data entries

Implementations

impl MarketDataSnapshotFullRefresh

pub fn new(symbol: String) -> Self

Create a new snapshot message

pub fn with_request_id(self, md_req_id: String) -> Self

Set request ID

pub fn with_entries(self, entries: Vec<MdEntry>) -> Self

Add entries

pub fn with_underlying_symbol(self, underlying_symbol: String) -> Self

Set underlying symbol (for options)

pub fn with_underlying_px(self, underlying_px: f64) -> Self

Set underlying price (for options)

pub fn with_contract_multiplier(self, contract_multiplier: f64) -> Self

Set contract multiplier

pub fn with_put_or_call(self, put_or_call: i32) -> Self

Set put or call indicator (0 = put, 1 = call)

pub fn with_trade_volume_24h(self, trade_volume_24h: f64) -> Self

Set 24h trade volume

pub fn with_mark_price(self, mark_price: f64) -> Self

Set mark price

pub fn with_open_interest(self, open_interest: f64) -> Self

Set open interest

pub fn with_current_funding(self, current_funding: f64) -> Self

Set current funding (perpetual only)

pub fn with_funding_8h(self, funding_8h: f64) -> Self

Set funding in last 8h (perpetual only)

pub fn to_fix_message( &self, sender_comp_id: String, target_comp_id: String, msg_seq_num: u32, ) -> DeribitFixResult<String>

Convert to FIX message

Trait Implementations

impl Clone for MarketDataSnapshotFullRefresh

fn clone(&self) -> MarketDataSnapshotFullRefresh

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MarketDataSnapshotFullRefresh

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for MarketDataSnapshotFullRefresh

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for MarketDataSnapshotFullRefresh

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.