DeribitOrderBook

nautilus_deribit::http::models

Struct DeribitOrderBook 

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pub struct DeribitOrderBook {
Show 25 fields
    pub timestamp: i64,
    pub instrument_name: String,
    pub bids: Vec<[f64; 2]>,
    pub asks: Vec<[f64; 2]>,
    pub state: String,
    pub best_bid_price: Option<f64>,
    pub best_ask_price: Option<f64>,
    pub best_bid_amount: Option<f64>,
    pub best_ask_amount: Option<f64>,
    pub mark_price: Option<f64>,
    pub last_price: Option<f64>,
    pub index_price: Option<f64>,
    pub open_interest: Option<f64>,
    pub max_price: Option<f64>,
    pub min_price: Option<f64>,
    pub current_funding: Option<f64>,
    pub funding_8h: Option<f64>,
    pub settlement_price: Option<f64>,
    pub delivery_price: Option<f64>,
    pub bid_iv: Option<f64>,
    pub ask_iv: Option<f64>,
    pub mark_iv: Option<f64>,
    pub underlying_price: Option<f64>,
    pub underlying_index: Option<Value>,
    pub interest_rate: Option<f64>,

}
Expand description

Response from public/get_order_book endpoint.

Contains the current order book state with bids, asks, and market data.

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§timestamp: i64

The timestamp of the order book (milliseconds since UNIX epoch)

§instrument_name: String

Unique instrument identifier

§bids: Vec<[f64; 2]>

List of bids as [price, amount] pairs

§asks: Vec<[f64; 2]>

List of asks as [price, amount] pairs

§state: String

The state of the order book: “open” or “closed”

§best_bid_price: Option<f64>

The current best bid price (null if there aren’t any bids)

§best_ask_price: Option<f64>

The current best ask price (null if there aren’t any asks)

§best_bid_amount: Option<f64>

The order size of all best bids

§best_ask_amount: Option<f64>

The order size of all best asks

§mark_price: Option<f64>

The mark price for the instrument

§last_price: Option<f64>

The price for the last trade

§index_price: Option<f64>

Current index price

§open_interest: Option<f64>

The total amount of outstanding contracts

§max_price: Option<f64>

The maximum price for the future

§min_price: Option<f64>

The minimum price for the future

§current_funding: Option<f64>

Current funding (perpetual only)

§funding_8h: Option<f64>

Funding 8h (perpetual only)

§settlement_price: Option<f64>

The settlement price for the instrument (when state = open)

§delivery_price: Option<f64>

The settlement/delivery price for the instrument (when state = closed)

§bid_iv: Option<f64>

(Only for option) implied volatility for best bid

§ask_iv: Option<f64>

(Only for option) implied volatility for best ask

§mark_iv: Option<f64>

(Only for option) implied volatility for mark price

§underlying_price: Option<f64>

Underlying price for implied volatility calculations (options only)

§underlying_index: Option<Value>

Name of the underlying future, or index_price (options only)

§interest_rate: Option<f64>

Interest rate used in implied volatility calculations (options only)

Trait Implementations§

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impl Clone for DeribitOrderBook

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fn clone(&self) -> DeribitOrderBook

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

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

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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 DeribitOrderBook

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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 Serialize for DeribitOrderBook

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

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