Struct FutOptQuote 

pub struct FutOptQuote {

    pub date: String,
    pub contract_type: Option<String>,
    pub exchange: Option<String>,
    pub symbol: String,
    pub name: Option<String>,
    pub previous_close: Option<f64>,
    pub open_price: Option<f64>,
    pub open_time: Option<i64>,
    pub high_price: Option<f64>,
    pub high_time: Option<i64>,
    pub low_price: Option<f64>,
    pub low_time: Option<i64>,
    pub close_price: Option<f64>,
    pub close_time: Option<i64>,
    pub last_price: Option<f64>,
    pub last_size: Option<i64>,
    pub avg_price: Option<f64>,
    pub change: Option<f64>,
    pub change_percent: Option<f64>,
    pub amplitude: Option<f64>,
    pub bids: Vec<FutOptPriceLevel>,
    pub asks: Vec<FutOptPriceLevel>,
    pub total: Option<FutOptTotalStats>,
    pub last_trade: Option<FutOptLastTrade>,
    pub last_updated: Option<i64>,
}

Real-time FutOpt quote from Fugle API (futopt/intraday/quote/{symbol})

This matches the official SDK’s RestFutOptIntradayQuoteResponse

Example

use marketdata_core::models::futopt::FutOptQuote;

let json = r#"{
    "date": "2024-01-15",
    "type": "FUTURE",
    "exchange": "TAIFEX",
    "symbol": "TXFC4",
    "name": "臺股期貨",
    "previousClose": 17500.0,
    "openPrice": 17520.0,
    "openTime": 1705287000000,
    "highPrice": 17580.0,
    "highTime": 1705290600000,
    "lowPrice": 17480.0,
    "lowTime": 1705288800000,
    "closePrice": 17550.0,
    "closeTime": 1705302000000,
    "lastPrice": 17550.0,
    "lastSize": 2,
    "avgPrice": 17530.0,
    "change": 50.0,
    "changePercent": 0.29,
    "amplitude": 0.57,
    "bids": [{"price": 17549.0, "size": 50}],
    "asks": [{"price": 17550.0, "size": 30}],
    "total": {"tradeVolume": 50000, "totalBidMatch": 25000, "totalAskMatch": 25000},
    "lastTrade": {"price": 17550.0, "size": 2, "time": 1705302000000},
    "lastUpdated": 1705302000000
}"#;

let quote: FutOptQuote = serde_json::from_str(json).unwrap();
assert_eq!(quote.symbol, "TXFC4");
assert_eq!(quote.last_price, Some(17550.0));

Fields

date: String

Trading date (YYYY-MM-DD)

contract_type: Option<String>

Contract type (FUTURE or OPTION)

exchange: Option<String>

Exchange code (TAIFEX)

symbol: String

Contract symbol (e.g., “TXFC4”, “TXO18000C4”)

name: Option<String>

Contract name

previous_close: Option<f64>

Previous close price

open_price: Option<f64>

Open price

open_time: Option<i64>

Open time (Unix milliseconds)

high_price: Option<f64>

High price

high_time: Option<i64>

High time (Unix milliseconds)

low_price: Option<f64>

Low price

low_time: Option<i64>

Low time (Unix milliseconds)

close_price: Option<f64>

Close price

close_time: Option<i64>

Close time (Unix milliseconds)

last_price: Option<f64>

Last traded price

last_size: Option<i64>

Last traded size (number of contracts)

avg_price: Option<f64>

Average price

change: Option<f64>

Price change from previous close

change_percent: Option<f64>

Percentage change from previous close

amplitude: Option<f64>

Price amplitude (high - low) / reference price * 100

bids: Vec<FutOptPriceLevel>

Bid price levels (best to worst)

asks: Vec<FutOptPriceLevel>

Ask price levels (best to worst)

total: Option<FutOptTotalStats>

Total trading statistics

last_trade: Option<FutOptLastTrade>

Last trade information

last_updated: Option<i64>

Last updated timestamp (Unix milliseconds)

Implementations

impl FutOptQuote

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

Get the bid-ask spread

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

Get the mid price between best bid and ask

pub fn has_price_data(&self) -> bool

Check if quote has essential price data

pub fn total_volume(&self) -> Option<i64>

Get the total trade volume

Trait Implementations

impl Clone for FutOptQuote

fn clone(&self) -> FutOptQuote

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FutOptQuote

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

Formats the value using the given formatter.

impl Default for FutOptQuote

fn default() -> FutOptQuote

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for FutOptQuote

fn deserialize<__D>( __deserializer: __D, ) -> Result<FutOptQuote, <__D as Deserializer<'de>>::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for FutOptQuote

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

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

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 FutOptQuote

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.

impl StructuralPartialEq for FutOptQuote