deribit_http/model/response/
mmp.rs

1/******************************************************************************
2   Author: Joaquín Béjar García
3   Email: jb@taunais.com
4   Date: 7/3/26
5******************************************************************************/
6use pretty_simple_display::{DebugPretty, DisplaySimple};
7use serde::{Deserialize, Serialize};
8use serde_with::skip_serializing_none;
9
10/// Market Maker Protection (MMP) configuration
11///
12/// Contains the MMP parameters for a specific index and optional MMP group.
13#[skip_serializing_none]
14#[derive(DebugPretty, DisplaySimple, Clone, Serialize, Deserialize)]
15pub struct MmpConfig {
16    /// Index identifier (e.g., "btc_usd", "eth_usd")
17    pub index_name: String,
18    /// MMP group name (for Mass Quotes)
19    pub mmp_group: Option<String>,
20    /// Monitoring window duration in seconds
21    pub interval: u32,
22    /// Time in seconds that MMP remains active after being triggered
23    /// (0 = manual reset required)
24    pub frozen_time: u32,
25    /// Quantity limit for MMP
26    pub quantity_limit: Option<f64>,
27    /// Delta limit for MMP
28    pub delta_limit: Option<f64>,
29    /// Vega limit for MMP
30    pub vega_limit: Option<f64>,
31    /// Maximum quote quantity per side per order book
32    pub max_quote_quantity: Option<f64>,
33}
34
35/// Market Maker Protection (MMP) status
36///
37/// Contains the current MMP status for a triggered index or MMP group.
38#[skip_serializing_none]
39#[derive(DebugPretty, DisplaySimple, Clone, Serialize, Deserialize)]
40pub struct MmpStatus {
41    /// Index identifier (e.g., "btc_usd", "eth_usd")
42    pub index_name: String,
43    /// Timestamp (milliseconds since UNIX epoch) until the user is frozen
44    /// (0 = frozen until manual reset)
45    pub frozen_until: u64,
46    /// MMP group name (for Mass Quotes, optional)
47    pub mmp_group: Option<String>,
48}
49
50/// Request to set MMP configuration
51///
52/// Used to configure Market Maker Protection for a specific index.
53#[skip_serializing_none]
54#[derive(DebugPretty, DisplaySimple, Clone, Default, Serialize, Deserialize)]
55pub struct SetMmpConfigRequest {
56    /// Index identifier (e.g., "btc_usd", "eth_usd")
57    pub index_name: String,
58    /// Monitoring window duration in seconds (0 = remove MMP configuration)
59    pub interval: u32,
60    /// Time in seconds that MMP remains active after being triggered
61    /// (0 = manual reset required)
62    pub frozen_time: u32,
63    /// Quantity limit for MMP
64    pub quantity_limit: Option<f64>,
65    /// Delta limit for MMP
66    pub delta_limit: Option<f64>,
67    /// Vega limit for MMP
68    pub vega_limit: Option<f64>,
69    /// Maximum quote quantity per side per order book (required)
70    pub max_quote_quantity: Option<f64>,
71    /// MMP group name (for Mass Quotes)
72    pub mmp_group: Option<String>,
73    /// If true, configure MMP for Block RFQ
74    pub block_rfq: Option<bool>,
75}
deribit_http/model/response/mmp.rs

deribit_http/model/response/
mmp.rs
