deribit_websocket::prelude

Struct BookSummary

pub struct BookSummary {Show 22 fields
    pub instrument_name: String,
    pub base_currency: String,
    pub quote_currency: String,
    pub volume: f64,
    pub volume_usd: f64,
    pub open_interest: f64,
    pub price_change: Option<f64>,
    pub mark_price: f64,
    pub mark_iv: Option<f64>,
    pub bid_price: Option<f64>,
    pub ask_price: Option<f64>,
    pub mid_price: Option<f64>,
    pub last: Option<f64>,
    pub high: Option<f64>,
    pub low: Option<f64>,
    pub estimated_delivery_price: Option<f64>,
    pub current_funding: Option<f64>,
    pub funding_8h: Option<f64>,
    pub creation_timestamp: i64,
    pub underlying_index: Option<String>,
    pub underlying_price: Option<f64>,
    pub interest_rate: Option<f64>,
}

Expand description

Book summary information for an instrument

Fields§

§instrument_name: String

Instrument name

§base_currency: String

Base currency

§quote_currency: String

Quote currency (usually USD)

§volume: f64

24h trading volume

§volume_usd: f64

24h trading volume in USD

§open_interest: f64

Open interest

§price_change: Option<f64>

24h price change percentage

§mark_price: f64

Current mark price

§mark_iv: Option<f64>

Mark implied volatility (options only)

§bid_price: Option<f64>

Best bid price

§ask_price: Option<f64>

Best ask price

§mid_price: Option<f64>

Mid price (bid + ask) / 2

§last: Option<f64>

Last trade price

§high: Option<f64>

24h high price

§low: Option<f64>

24h low price

§estimated_delivery_price: Option<f64>

Estimated delivery price

§current_funding: Option<f64>

Current funding rate (perpetuals only)

§funding_8h: Option<f64>

8h funding rate (perpetuals only)

§creation_timestamp: i64

Creation timestamp (milliseconds since Unix epoch)

§underlying_index: Option<String>

Underlying index name

§underlying_price: Option<f64>

Underlying price

§interest_rate: Option<f64>

Interest rate

Implementations§

impl BookSummary

pub fn new( instrument_name: String, base_currency: String, quote_currency: String, mark_price: f64, creation_timestamp: i64, ) -> BookSummary

Create a new book summary

pub fn with_volume(self, volume: f64, volume_usd: f64) -> BookSummary

Set volume information

pub fn with_prices( self, bid: Option<f64>, ask: Option<f64>, last: Option<f64>, high: Option<f64>, low: Option<f64>, ) -> BookSummary

Set price information

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

Set open interest

pub fn with_price_change(self, price_change: f64) -> BookSummary

Set price change percentage

pub fn with_iv(self, mark_iv: f64) -> BookSummary

Set implied volatility (for options)

pub fn with_funding(self, current: f64, funding_8h: f64) -> BookSummary

Set funding rates (for perpetuals)

pub fn with_delivery_price(self, price: f64) -> BookSummary

Set estimated delivery price

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

Get spread (ask - bid)

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

Get spread percentage

pub fn is_perpetual(&self) -> bool

Check if this is a perpetual contract

pub fn is_option(&self) -> bool

Check if this is an option

pub fn is_future(&self) -> bool

Check if this is a future

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

Get 24h price change in absolute terms

Trait Implementations§

impl Clone for BookSummary

fn clone(&self) -> BookSummary

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 BookSummary

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for BookSummary

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

Deserialize this value from the given Serde deserializer. Read more

impl Display for BookSummary

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

Formats the value using the given formatter. Read more

impl PartialEq for BookSummary

fn eq(&self, other: &BookSummary) -> bool

Tests for self and other values to be equal, and is used by ==.

1.0.0 · Source§

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for BookSummary

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

Serialize this value into the given Serde serializer. Read more

impl StructuralPartialEq for BookSummary

Auto Trait Implementations§

impl Freeze for BookSummary

impl RefUnwindSafe for BookSummary

impl Send for BookSummary

impl Sync for BookSummary

impl Unpin for BookSummary

impl UnwindSafe for BookSummary

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> Same for T

type Output = T

Should always be Self

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

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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>,

impl<T> ErasedDestructor for T
where T: 'static,