Struct DerivativesTick

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pub struct DerivativesTick {
    pub funding_rate: f64,
    pub mark_price: f64,
    pub index_price: f64,
    pub futures_price: f64,
    pub open_interest: f64,
    pub long_size: f64,
    pub short_size: f64,
    pub taker_buy_volume: f64,
    pub taker_sell_volume: f64,
    pub long_liquidation: f64,
    pub short_liquidation: f64,
    pub timestamp: i64,
}

Expand description

A single derivatives / perpetual-futures market tick.

Field invariants enforced by new:

funding_rate is finite and may be negative (a negative funding rate means shorts pay longs).
mark_price, index_price and futures_price are finite and strictly positive.
open_interest, long_size, short_size, taker_buy_volume, taker_sell_volume, long_liquidation and short_liquidation are finite and non-negative.

timestamp is a caller-defined epoch / resolution and is not validated.

Fields§

§funding_rate: f64

Current funding rate for the interval (finite; may be negative).

§mark_price: f64

Perpetual mark price (finite, strictly positive).

§index_price: f64

Spot / index price the perpetual tracks (finite, strictly positive).

§futures_price: f64

Dated (e.g. quarterly) futures mark price (finite, strictly positive).

§open_interest: f64

Open interest — outstanding contracts / notional (finite, non-negative).

§long_size: f64

Aggregate long size / long account count (finite, non-negative).

§short_size: f64

Aggregate short size / short account count (finite, non-negative).

§taker_buy_volume: f64

Taker buy (ask-lifting) volume (finite, non-negative).

§taker_sell_volume: f64

Taker sell (bid-hitting) volume (finite, non-negative).

§long_liquidation: f64

Long-side liquidation notional (finite, non-negative).

§short_liquidation: f64

Short-side liquidation notional (finite, non-negative).

§timestamp: i64

Tick timestamp (caller-defined epoch / resolution).

Implementations§

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impl DerivativesTick

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pub fn new( funding_rate: f64, mark_price: f64, index_price: f64, futures_price: f64, open_interest: f64, long_size: f64, short_size: f64, taker_buy_volume: f64, taker_sell_volume: f64, long_liquidation: f64, short_liquidation: f64, timestamp: i64, ) -> Result<Self>

Construct a derivatives tick, validating every field invariant.

§Errors

Returns Error::InvalidDerivatives if funding_rate is not finite; any of mark_price, index_price, futures_price is not a finite positive number; or any of the six size / volume / liquidation fields is not a finite non-negative number.

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pub const fn new_unchecked( funding_rate: f64, mark_price: f64, index_price: f64, futures_price: f64, open_interest: f64, long_size: f64, short_size: f64, taker_buy_volume: f64, taker_sell_volume: f64, long_liquidation: f64, short_liquidation: f64, timestamp: i64, ) -> Self

Construct a derivatives tick without validation. The caller asserts that every field invariant documented on DerivativesTick holds.

Trait Implementations§

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impl Clone for DerivativesTick

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fn clone(&self) -> DerivativesTick

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 Copy for DerivativesTick

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impl Debug for DerivativesTick

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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 PartialEq for DerivativesTick

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fn eq(&self, other: &DerivativesTick) -> bool

Tests for self and other values to be equal, and is used by ==.

1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

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impl StructuralPartialEq for DerivativesTick

Auto Trait Implementations§

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impl UnwindSafe for DerivativesTick

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

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

Performs copy-assignment from self to dest. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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