BitmexInstrumentMsg

nautilus_bitmex::websocket::messages

Struct BitmexInstrumentMsg 

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pub struct BitmexInstrumentMsg {
Show 53 fields
    pub symbol: Ustr,
    pub root_symbol: Option<Ustr>,
    pub state: Option<Ustr>,
    pub instrument_type: Option<Ustr>,
    pub listing: Option<DateTime<Utc>>,
    pub front: Option<DateTime<Utc>>,
    pub expiry: Option<DateTime<Utc>>,
    pub settle: Option<DateTime<Utc>>,
    pub listed_settle: Option<DateTime<Utc>>,
    pub position_currency: Option<Ustr>,
    pub underlying: Option<Ustr>,
    pub quote_currency: Option<Ustr>,
    pub underlying_symbol: Option<Ustr>,
    pub reference: Option<Ustr>,
    pub reference_symbol: Option<Ustr>,
    pub max_order_qty: Option<f64>,
    pub max_price: Option<f64>,
    pub lot_size: Option<f64>,
    pub tick_size: Option<f64>,
    pub multiplier: Option<f64>,
    pub settl_currency: Option<Ustr>,
    pub underlying_to_position_multiplier: Option<f64>,
    pub underlying_to_settle_multiplier: Option<f64>,
    pub quote_to_settle_multiplier: Option<f64>,
    pub is_quanto: Option<bool>,
    pub is_inverse: Option<bool>,
    pub init_margin: Option<f64>,
    pub maint_margin: Option<f64>,
    pub risk_limit: Option<f64>,
    pub risk_step: Option<f64>,
    pub maker_fee: Option<f64>,
    pub taker_fee: Option<f64>,
    pub settlement_fee: Option<f64>,
    pub funding_base_symbol: Option<Ustr>,
    pub funding_quote_symbol: Option<Ustr>,
    pub funding_premium_symbol: Option<Ustr>,
    pub funding_timestamp: Option<DateTime<Utc>>,
    pub funding_interval: Option<DateTime<Utc>>,
    pub funding_rate: Option<f64>,
    pub indicative_funding_rate: Option<f64>,
    pub last_price: Option<f64>,
    pub last_tick_direction: Option<BitmexTickDirection>,
    pub mark_price: Option<f64>,
    pub mark_method: Option<Ustr>,
    pub index_price: Option<f64>,
    pub indicative_settle_price: Option<f64>,
    pub indicative_tax_rate: Option<f64>,
    pub open_interest: Option<i64>,
    pub open_value: Option<i64>,
    pub fair_basis: Option<f64>,
    pub fair_basis_rate: Option<f64>,
    pub fair_price: Option<f64>,
    pub timestamp: DateTime<Utc>,

}
Expand description

Represents a single order book entry in the BitMEX order book.

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§symbol: Ustr§root_symbol: Option<Ustr>§state: Option<Ustr>§instrument_type: Option<Ustr>§listing: Option<DateTime<Utc>>§front: Option<DateTime<Utc>>§expiry: Option<DateTime<Utc>>§settle: Option<DateTime<Utc>>§listed_settle: Option<DateTime<Utc>>§position_currency: Option<Ustr>§underlying: Option<Ustr>§quote_currency: Option<Ustr>§underlying_symbol: Option<Ustr>§reference: Option<Ustr>§reference_symbol: Option<Ustr>§max_order_qty: Option<f64>§max_price: Option<f64>§lot_size: Option<f64>§tick_size: Option<f64>§multiplier: Option<f64>§settl_currency: Option<Ustr>§underlying_to_position_multiplier: Option<f64>§underlying_to_settle_multiplier: Option<f64>§quote_to_settle_multiplier: Option<f64>§is_quanto: Option<bool>§is_inverse: Option<bool>§init_margin: Option<f64>§maint_margin: Option<f64>§risk_limit: Option<f64>§risk_step: Option<f64>§maker_fee: Option<f64>§taker_fee: Option<f64>§settlement_fee: Option<f64>§funding_base_symbol: Option<Ustr>§funding_quote_symbol: Option<Ustr>§funding_premium_symbol: Option<Ustr>§funding_timestamp: Option<DateTime<Utc>>§funding_interval: Option<DateTime<Utc>>§funding_rate: Option<f64>§indicative_funding_rate: Option<f64>§last_price: Option<f64>§last_tick_direction: Option<BitmexTickDirection>§mark_price: Option<f64>§mark_method: Option<Ustr>§index_price: Option<f64>§indicative_settle_price: Option<f64>§indicative_tax_rate: Option<f64>§open_interest: Option<i64>§open_value: Option<i64>§fair_basis: Option<f64>§fair_basis_rate: Option<f64>§fair_price: Option<f64>§timestamp: DateTime<Utc>

Trait Implementations§

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impl Clone for BitmexInstrumentMsg

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fn clone(&self) -> BitmexInstrumentMsg

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

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

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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<'de> Deserialize<'de> for BitmexInstrumentMsg

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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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impl TryFrom<BitmexInstrumentMsg> for BitmexInstrument

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type Error = Error

The type returned in the event of a conversion error.
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fn try_from(msg: BitmexInstrumentMsg) -> Result<Self, Self::Error>

Performs the conversion.

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