Struct Market 

pub struct Market {

    pub openpx_id: String,
    pub exchange: String,
    pub id: String,
    pub group_id: Option<String>,
    pub event_id: Option<String>,
    pub title: String,
    pub question: Option<String>,
    pub description: String,
    pub slug: Option<String>,
    pub rules: Option<String>,
    pub status: MarketStatus,
    pub market_type: MarketType,
    pub accepting_orders: bool,
    pub outcomes: Vec<String>,
    pub outcome_tokens: Vec<OutcomeToken>,
    pub outcome_prices: HashMap<String, f64>,
    pub token_id_yes: Option<String>,
    pub token_id_no: Option<String>,
    pub condition_id: Option<String>,
    pub question_id: Option<String>,
    pub volume: f64,
    pub volume_24h: Option<f64>,
    pub volume_1wk: Option<f64>,
    pub volume_1mo: Option<f64>,
    pub liquidity: Option<f64>,
    pub open_interest: Option<f64>,
    pub last_trade_price: Option<f64>,
    pub best_bid: Option<f64>,
    pub best_ask: Option<f64>,
    pub spread: Option<f64>,
    pub price_change_1d: Option<f64>,
    pub price_change_1h: Option<f64>,
    pub price_change_1wk: Option<f64>,
    pub price_change_1mo: Option<f64>,
    pub tick_size: Option<f64>,
    pub min_order_size: Option<f64>,
    pub close_time: Option<DateTime<Utc>>,
    pub open_time: Option<DateTime<Utc>>,
    pub created_at: Option<DateTime<Utc>>,
    pub settlement_time: Option<DateTime<Utc>>,
    pub image_url: Option<String>,
    pub icon_url: Option<String>,
    pub neg_risk: Option<bool>,
    pub neg_risk_market_id: Option<String>,
    pub maker_fee_bps: Option<f64>,
    pub taker_fee_bps: Option<f64>,
    pub denomination_token: Option<String>,
    pub chain_id: Option<String>,
    pub notional_value: Option<f64>,
    pub price_level_structure: Option<String>,
    pub settlement_value: Option<f64>,
    pub previous_price: Option<f64>,
    pub can_close_early: Option<bool>,
    pub result: Option<String>,
}

Unified prediction market model.

All exchanges produce this single type directly — no intermediate conversion.

Price Format

All prices are normalized to decimal format (0.0 to 1.0). Exchange-specific conversions are handled during parsing:

• Kalshi: Fixed-point dollar strings parsed directly (post March 2026 migration).
• Polymarket, Opinion: Native prices already in decimal (0.0-1.0).

Fields

openpx_id: String

Primary key: {exchange}:{native_id}

exchange: String

Exchange identifier (kalshi, polymarket, opinion)

id: String

Native exchange market ID

group_id: Option<String>

Source-native event/group ID from the exchange.

event_id: Option<String>

Canonical OpenPX event ID for cross-exchange event grouping.

title: String

Market title

question: Option<String>

Market question (may differ from title)

description: String

Full description

slug: Option<String>

URL-friendly identifier

rules: Option<String>

Resolution rules

status: MarketStatus

Normalized status: Active, Closed, Resolved

market_type: MarketType

Market type classification

accepting_orders: bool

Whether the market is currently accepting orders

outcomes: Vec<String>

Outcome labels (e.g., [“Yes”, “No”] for binary markets)

outcome_tokens: Vec<OutcomeToken>

Outcome-to-token mapping for orderbook subscriptions

outcome_prices: HashMap<String, f64>

Outcome prices from the REST API (e.g., {“Yes”: 0.65, “No”: 0.35})

token_id_yes: Option<String>

Yes outcome token ID

token_id_no: Option<String>

No outcome token ID

condition_id: Option<String>

Condition ID for CTF

question_id: Option<String>

Question ID (Opinion, Polymarket)

volume: f64

Total volume (USD)

volume_24h: Option<f64>

24-hour trading volume (USD)

volume_1wk: Option<f64>

7-day rolling trading volume (USD)

volume_1mo: Option<f64>

30-day rolling trading volume (USD)

liquidity: Option<f64>

Current liquidity

open_interest: Option<f64>

Current open interest

last_trade_price: Option<f64>

Last trade price (normalized 0-1)

best_bid: Option<f64>

Best bid price (normalized 0-1)

best_ask: Option<f64>

Best ask price (normalized 0-1)

spread: Option<f64>

Bid-ask spread (decimal)

price_change_1d: Option<f64>

24-hour YES price change (decimal, e.g. 0.05 = +5%)

price_change_1h: Option<f64>

1-hour YES price change

price_change_1wk: Option<f64>

7-day YES price change

price_change_1mo: Option<f64>

30-day YES price change

tick_size: Option<f64>

Tick size (minimum price increment, normalized decimal e.g. 0.01)

min_order_size: Option<f64>

Minimum order size (contracts)

close_time: Option<DateTime<Utc>>

Market close time

open_time: Option<DateTime<Utc>>

Market open time

created_at: Option<DateTime<Utc>>

Market creation time

settlement_time: Option<DateTime<Utc>>

Settlement / resolution time

image_url: Option<String>

Market image URL

icon_url: Option<String>

Market icon URL

neg_risk: Option<bool>

Polymarket: neg-risk flag

neg_risk_market_id: Option<String>

Polymarket: neg-risk market ID

maker_fee_bps: Option<f64>

Maker fee rate (basis points)

taker_fee_bps: Option<f64>

Taker fee rate (basis points)

denomination_token: Option<String>

Denomination token (e.g. USDC address)

chain_id: Option<String>

Chain ID for on-chain markets

notional_value: Option<f64>

Notional value per contract (Kalshi)

price_level_structure: Option<String>

Kalshi sub-penny pricing structure

settlement_value: Option<f64>

Kalshi: settlement value

previous_price: Option<f64>

Kalshi: previous price

can_close_early: Option<bool>

Kalshi: can close early

result: Option<String>

Resolution result

Implementations

impl Market

pub fn make_openpx_id(exchange: &str, id: &str) -> String

Create openpx_id from exchange and native id

pub fn parse_openpx_id(openpx_id: &str) -> Option<(&str, &str)>

Parse openpx_id into (exchange, native_id)

pub fn matches_search(&self, query: &str) -> bool

Check if market matches search query (case-insensitive)

pub fn is_binary(&self) -> bool

pub fn is_open(&self) -> bool

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

Compute bid-ask spread from outcome prices for binary markets.

pub fn get_token_ids(&self) -> Vec<String>

pub fn get_outcome_tokens(&self) -> Vec<OutcomeToken>

Trait Implementations

impl Clone for Market

fn clone(&self) -> Market

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Market

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

Formats the value using the given formatter.

impl Default for Market

fn default() -> Market

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for Market

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for Market

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.