Struct TradeHistoryRequest 

pub struct TradeHistoryRequest<'a> {
    pub category: Category,
    pub symbol: Option<Cow<'a, str>>,
    pub order_id: Option<Cow<'a, str>>,
    pub order_link_id: Option<Cow<'a, str>>,
    pub base_coin: Option<Cow<'a, str>>,
    pub start_time: Option<u64>,
    pub end_time: Option<u64>,
    pub exec_type: Option<Cow<'a, str>>,
    pub limit: Option<u64>,
}

Parameters for requesting trade history data.

Used to construct a request to the /v5/execution/list endpoint to retrieve historical trade executions. Bots use this to analyze past trades, calculate performance metrics, and refine trading strategies for perpetual futures.

Fields

category: Category

The product category (e.g., Linear, Inverse).

Specifies the instrument type. Bots must set this to fetch trade history for the correct contract type (e.g., Linear for USDT-margined perpetuals).

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

The trading pair symbol (e.g., “BTCUSDT”).

Optionally filters trades by symbol. If unset, trades for all symbols in the category are returned. Bots should specify this for targeted analysis.

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

The order ID.

Optionally filters trades by a specific order ID. Useful for bots tracking executions for a particular order.

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

The user-defined order link ID.

Optionally filters trades by a custom order identifier. Bots can use this to correlate trades with specific strategies.

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

The base coin (e.g., “BTC”).

Optionally filters trades by the base asset. Useful for bots analyzing trades across multiple pairs of the same asset.

start_time: Option<u64>

The start time for the trade history (Unix timestamp in milliseconds).

Defines the beginning of the time range. Bots should set this for historical trade analysis, such as performance over a specific period.

end_time: Option<u64>

The end time for the trade history (Unix timestamp in milliseconds).

Defines the end of the time range. Bots should set this to limit data to a specific period, optimizing performance.

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

The execution type (e.g., “Trade”, “Funding”).

Optionally filters trades by execution type. Bots can use this to focus on specific trade events, such as excluding funding fee executions.

limit: Option<u64>

The maximum number of records to return (1-50, default: 50).

Controls the number of trade records returned. Bots should set a reasonable limit to balance data completeness with performance.

Implementations

impl<'a> TradeHistoryRequest<'a>

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

Creates a default TradeHistory request.

Returns a request with category set to Linear and all other fields unset. Suitable for broad queries but should be customized for specific analysis needs.

pub fn new( category: Category, symbol: Option<&'a str>, order_id: Option<&'a str>, order_link_id: Option<&'a str>, base_coin: Option<&'a str>, start_time: Option<u64>, end_time: Option<u64>, exec_type: Option<&'a str>, limit: Option<u64>, ) -> TradeHistoryRequest<'a>

Constructs a new TradeHistory request with specified parameters.

Allows full customization. Bots should use this to specify the exact symbol, time range, and filters to align with their analysis requirements.

Trait Implementations

impl<'a> Clone for TradeHistoryRequest<'a>

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

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<'a> Default for TradeHistoryRequest<'a>

fn default() -> TradeHistoryRequest<'a>

Returns the “default value” for a type.