bybit/models/
historical_volatility_request.rs

1use crate::prelude::*;
2
3/// Represents a request to fetch historical volatility data for a specific cryptocurrency on Bybit.
4/// Historical volatility measures the price fluctuation of an asset over a period, crucial for
5/// assessing risk in perpetual futures trading. In perpetual futures, which are contracts without
6/// an expiration date, volatility data helps traders predict price movements and adjust leverage.
7/// Trading bots use this to optimize entry/exit points or hedge positions.
8#[derive(Clone, Default)]
9pub struct HistoricalVolatilityRequest<'a> {
10    /// The base cryptocurrency (e.g., "BTC" for Bitcoin).
11    /// On Bybit, this specifies the asset for which volatility is calculated. For perpetual futures,
12
13    /// the base coin determines the trading pair (e.g., BTCUSD). Bots must validate this field to
14    /// ensure the pair is supported, as an invalid coin will result in an API error.
15    pub base_coin: Option<Cow<'a, str>>,
16
17    /// The time period for volatility calculation (e.g., "7" for 7 days).
18    /// This defines the lookback period for the volatility metric, typically in days. In perpetual
19    /// futures, shorter periods (e.g., 7 days) are used for short-term trading strategies, while
20    /// longer periods (e.g., 30 days) suit risk management. Bots should handle this flexibly to
21    /// adapt to different trading horizons.
22    pub period: Option<Cow<'a, str>>,
23
24    /// The start time for the data range (e.g., "2023-01-01T00:00:00Z").
25    /// Specifies the beginning of the historical data window. In perpetual futures, accurate
26    /// time ranges are critical for backtesting strategies. Bots must ensure the format complies
27    /// with Bybit’s API (ISO 8601) to avoid errors.
28    pub start: Option<Cow<'a, str>>,
29
30    /// The end time for the data range (e.g., "2023-12-31T23:59:59Z").
31    /// Marks the end of the historical data window. This is essential for defining precise data
32    /// sets in trading algorithms. Bots should validate that `end` is later than `start` to prevent
33    /// invalid requests.
34    pub end: Option<Cow<'a, str>>,
35}
36
37impl<'a> HistoricalVolatilityRequest<'a> {
38    /// Creates a default request with BTC as the base coin.
39    /// Useful for quick initialization in trading bots, but developers should override fields as
40    /// needed for specific strategies.
41    pub fn default() -> HistoricalVolatilityRequest<'a> {
42        HistoricalVolatilityRequest::new(Some("BTC"), None, None, None)
43    }
44    /// Constructs a new request with specified parameters.
45    /// Allows fine-grained control over the volatility query, enabling bots to target specific
46    /// coins and timeframes.
47    pub fn new(
48        base_coin: Option<&'a str>,
49        period: Option<&'a str>,
50        start: Option<&'a str>,
51        end: Option<&'a str>,
52    ) -> HistoricalVolatilityRequest<'a> {
53        HistoricalVolatilityRequest {
54            base_coin: base_coin.map(Cow::Borrowed),
55            period: period.map(Cow::Borrowed),
56            start: start.map(Cow::Borrowed),
57            end: end.map(Cow::Borrowed),
58        }
59    }
60}
bybit/models/historical_volatility_request.rs

bybit/models/
historical_volatility_request.rs
