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OptionSummaryUpdate

rust_okx::ws::model::public_data

Struct OptionSummaryUpdate 

Source 
#[non_exhaustive]
pub struct OptionSummaryUpdate {
Show 20 fields
    pub inst_type: String,
    pub inst_id: String,
    pub uly: String,
    pub delta_bs: NumberString,
    pub delta: NumberString,
    pub gamma_bs: NumberString,
    pub gamma_pa: NumberString,
    pub vega_bs: NumberString,
    pub vega_pa: NumberString,
    pub theta_bs: NumberString,
    pub theta: NumberString,
    pub lever: NumberString,
    pub mark_vol: NumberString,
    pub bid_vol: NumberString,
    pub ask_vol: NumberString,
    pub real_vol: NumberString,
    pub vol_lv: NumberString,
    pub fwd_px: NumberString,
    pub ts: NumberString,
    pub extra: ExtraFields,

}
Expand description

opt-summary channel row.

OKX docs: https://www.okx.com/docs-v5/en/#order-book-trading-public-data-ws-option-summary-channel

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive
Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.
§inst_type: String

Instrument type, always OPTION.

§inst_id: String

Instrument ID, e.g., BTC-USD-240329-40000-C.

§uly: String

Underlying index, e.g., BTC-USD.

§delta_bs: NumberString

Black-Scholes delta.

§delta: NumberString

Portfolio-adjusted delta.

§gamma_bs: NumberString

Black-Scholes gamma.

§gamma_pa: NumberString

Portfolio-adjusted gamma.

§vega_bs: NumberString

Black-Scholes vega.

§vega_pa: NumberString

Portfolio-adjusted vega.

§theta_bs: NumberString

Black-Scholes theta.

§theta: NumberString

Portfolio-adjusted theta.

§lever: NumberString

Leverage (delta / price).

§mark_vol: NumberString

Mark implied volatility.

§bid_vol: NumberString

Best bid implied volatility.

§ask_vol: NumberString

Best ask implied volatility.

§real_vol: NumberString

Realized volatility (30-day).

§vol_lv: NumberString

Volatility for a given delta level.

§fwd_px: NumberString

Forward price used in the Black-Scholes calculation.

§ts: NumberString

Push time (Unix milliseconds).

§extra: ExtraFields

Unrecognized fields retained for forward compatibility.

Trait Implementations§

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impl Clone for OptionSummaryUpdate

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fn clone(&self) -> OptionSummaryUpdate

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for OptionSummaryUpdate

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

Formats the value using the given formatter. Read more
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impl Default for OptionSummaryUpdate

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fn default() -> OptionSummaryUpdate

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for OptionSummaryUpdate

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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