bybit/models/
fast_exec_data.rs

1use crate::prelude::*;
2
3/// Represents essential data about a single trade execution for high-frequency updates.
4///
5/// This struct provides a minimal set of fields for low-latency trade processing.
6///
7/// # Bybit API Reference
8/// Part of the execution WebSocket stream (https://bybit-exchange.github.io/docs/v5/websocket/private/execution).
9///
10/// # Perpetual Futures Context
11/// Fast execution data is optimized for bots requiring minimal latency, such as high-frequency trading strategies.
12#[derive(Serialize, Deserialize, Debug, Clone)]
13#[serde(rename_all = "camelCase")]
14pub struct FastExecData {
15    /// The category of the execution (e.g., "linear").
16    ///
17    /// Specifies the contract type. Bots must handle different categories due to varying margin rules.
18    pub category: String,
19
20    /// The trading pair symbol (e.g., "BTCUSDT").
21    ///
22    /// Identifies the market for the execution. Bots filter by symbol to process relevant trades.
23    pub symbol: String,
24
25    /// The unique identifier for the execution.
26    ///
27    /// Used to track individual trades. Bots use this to match executions with orders.
28    pub exec_id: String,
29
30    /// The price at which the trade was executed.
31    ///
32    /// The actual price of the filled order. Bots use this to update position entry prices.
33    #[serde(with = "string_to_float")]
34    pub exec_price: f64,
35
36    /// The quantity executed in the trade.
37    ///
38    /// The volume of the trade. Bots use this to update position sizes and track fills.
39    #[serde(with = "string_to_float")]
40    pub exec_qty: f64,
41
42    /// The ID of the order associated with the execution.
43    ///
44    /// Links the execution to the original order. Bots use this to track order status.
45    pub order_id: String,
46
47    /// The user-defined ID for the order.
48    ///
49    /// Allows bots to assign custom identifiers for internal tracking.
50    pub order_link_id: String,
51
52    /// The side of the order ("Buy" or "Sell").
53    ///
54    /// Indicates the direction of the trade. Bots use this to update position direction.
55    pub side: String,
56
57    /// The timestamp when the execution occurred (in milliseconds).
58    ///
59    /// Indicates the exact time of the trade. Bots use this for precise timing.
60    #[serde(with = "string_to_u64")]
61    pub exec_time: u64,
62
63    /// The sequence number for the execution.
64    ///
65    /// Used to ensure executions are processed in order. Bots validate sequence numbers to avoid missing updates.
66    pub seq: u64,
67}
bybit/models/fast_exec_data.rs

bybit/models/
fast_exec_data.rs
