Struct LinearInverseTicker 

pub struct LinearInverseTicker {

    pub symbol: String,
    pub last_price: Decimal,
    pub mark_price: Decimal,
    pub index_price: Decimal,
    pub prev_price24h: Decimal,
    pub price24h_pcnt: Decimal,
    pub high_price24h: Decimal,
    pub low_price24h: Decimal,
    pub prev_price1h: Decimal,
    pub open_interest: Decimal,
    pub open_interest_value: Decimal,
    pub turnover24h: Decimal,
    pub volume24h: Decimal,
    pub funding_rate: Option<Decimal>,
    pub next_funding_time: Timestamp,
    pub predicted_delivery_price: Option<Decimal>,
    pub basis_rate: Option<Decimal>,
    pub basis: Option<Decimal>,
    pub delivery_fee_rate: Option<Decimal>,
    pub delivery_time: Option<Timestamp>,
    pub bid1_price: Decimal,
    pub bid1_size: Decimal,
    pub ask1_price: Decimal,
    pub ask1_size: Decimal,
    pub pre_open_price: Option<Decimal>,
    pub pre_qty: Option<Decimal>,
    pub cur_pre_listing_phase: Option<CurAuctionPhase>,
}

Fields

symbol: String

Symbol name

last_price: Decimal

Last price

mark_price: Decimal

Mark price

index_price: Decimal

Index price

prev_price24h: Decimal

Market price 24 hours ago

price24h_pcnt: Decimal

Percentage change of market price in the last 24 hours

high_price24h: Decimal

The highest price in the last 24 hours

low_price24h: Decimal

The lowest price in the last 24 hours

prev_price1h: Decimal

Market price an hour ago

open_interest: Decimal

Open interest size

open_interest_value: Decimal

Open interest value

turnover24h: Decimal

Turnover for 24h

volume24h: Decimal

Volume for 24h

funding_rate: Option<Decimal>

Funding rate

next_funding_time: Timestamp

Next funding timestamp (ms)

predicted_delivery_price: Option<Decimal>

Predicated delivery price. It has value when 30 min before delivery

basis_rate: Option<Decimal>

Basis rate. Unique field for inverse futures & USDC futures

basis: Option<Decimal>

Basis. Unique field for inverse futures & USDC futures

delivery_fee_rate: Option<Decimal>

Delivery fee rate. Unique field for inverse futures & USDC futures

delivery_time: Option<Timestamp>

Delivery date time (UTC+0). Unique field for inverse futures & USDC futures

bid1_price: Decimal

Best bid price

bid1_size: Decimal

Best bid size

ask1_price: Decimal

Best ask price

ask1_size: Decimal

Best ask size

pre_open_price: Option<Decimal>

Estimated pre-market contract open price. The value is meaningless when entering continuous trading phase.

pre_qty: Option<Decimal>

Estimated pre-market contract open qty. The value is meaningless when entering continuous trading phase.

cur_pre_listing_phase: Option<CurAuctionPhase>

Enum: NotStarted, Finished, CallAuction, CallAuctionNoCancel, CrossMatching, ContinuousTrading.

Trait Implementations

impl Debug for LinearInverseTicker

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for LinearInverseTicker

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for LinearInverseTicker

fn eq(&self, other: &LinearInverseTicker) -> 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 StructuralPartialEq for LinearInverseTicker