Struct HistoricalVolatilityRequest 

pub struct HistoricalVolatilityRequest<'a> {
    pub base_coin: Option<Cow<'a, str>>,
    pub period: Option<Cow<'a, str>>,
    pub start: Option<Cow<'a, str>>,
    pub end: Option<Cow<'a, str>>,
}

Represents a request to fetch historical volatility data for a specific cryptocurrency on Bybit. Historical volatility measures the price fluctuation of an asset over a period, crucial for assessing risk in perpetual futures trading. In perpetual futures, which are contracts without an expiration date, volatility data helps traders predict price movements and adjust leverage. Trading bots use this to optimize entry/exit points or hedge positions.

Fields

base_coin: Option<Cow<'a, str>>

The base cryptocurrency (e.g., “BTC” for Bitcoin). On Bybit, this specifies the asset for which volatility is calculated. For perpetual futures, the base coin determines the trading pair (e.g., BTCUSD). Bots must validate this field to ensure the pair is supported, as an invalid coin will result in an API error.

period: Option<Cow<'a, str>>

The time period for volatility calculation (e.g., “7” for 7 days). This defines the lookback period for the volatility metric, typically in days. In perpetual futures, shorter periods (e.g., 7 days) are used for short-term trading strategies, while longer periods (e.g., 30 days) suit risk management. Bots should handle this flexibly to adapt to different trading horizons.

start: Option<Cow<'a, str>>

The start time for the data range (e.g., “2023-01-01T00:00:00Z”). Specifies the beginning of the historical data window. In perpetual futures, accurate time ranges are critical for backtesting strategies. Bots must ensure the format complies with Bybit’s API (ISO 8601) to avoid errors.

end: Option<Cow<'a, str>>

The end time for the data range (e.g., “2023-12-31T23:59:59Z”). Marks the end of the historical data window. This is essential for defining precise data sets in trading algorithms. Bots should validate that end is later than start to prevent invalid requests.

Implementations

impl<'a> HistoricalVolatilityRequest<'a>

pub fn default() -> HistoricalVolatilityRequest<'a>

Creates a default request with BTC as the base coin. Useful for quick initialization in trading bots, but developers should override fields as needed for specific strategies.

pub fn new( base_coin: Option<&'a str>, period: Option<&'a str>, start: Option<&'a str>, end: Option<&'a str>, ) -> HistoricalVolatilityRequest<'a>

Constructs a new request with specified parameters. Allows fine-grained control over the volatility query, enabling bots to target specific coins and timeframes.

Trait Implementations

impl<'a> Clone for HistoricalVolatilityRequest<'a>

fn clone(&self) -> HistoricalVolatilityRequest<'a>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<'a> Default for HistoricalVolatilityRequest<'a>

fn default() -> HistoricalVolatilityRequest<'a>

Returns the “default value” for a type.