Struct DeribitOrderBook 

pub struct DeribitOrderBook {

    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<Decimal>,
    pub best_ask_price: Option<Decimal>,
    pub best_bid_amount: Option<Decimal>,
    pub best_ask_amount: Option<Decimal>,
    pub mark_price: Option<Decimal>,
    pub last_price: Option<Decimal>,
    pub index_price: Option<Decimal>,
    pub open_interest: Option<Decimal>,
    pub max_price: Option<Decimal>,
    pub min_price: Option<Decimal>,
    pub current_funding: Option<Decimal>,
    pub funding_8h: Option<Decimal>,
    pub settlement_price: Option<Decimal>,
    pub delivery_price: Option<Decimal>,
    pub bid_iv: Option<Decimal>,
    pub ask_iv: Option<Decimal>,
    pub mark_iv: Option<Decimal>,
    pub underlying_price: Option<Decimal>,
    pub underlying_index: Option<Value>,
    pub interest_rate: Option<Decimal>,
}

Response from public/get_order_book endpoint.

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

Fields

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 (kept as f64 for performance)

asks: Vec<[f64; 2]>

List of asks as [price, amount] pairs (kept as f64 for performance)

state: String

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

best_bid_price: Option<Decimal>

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

best_ask_price: Option<Decimal>

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

best_bid_amount: Option<Decimal>

The order size of all best bids

best_ask_amount: Option<Decimal>

The order size of all best asks

mark_price: Option<Decimal>

The mark price for the instrument

last_price: Option<Decimal>

The price for the last trade

index_price: Option<Decimal>

Current index price

open_interest: Option<Decimal>

The total amount of outstanding contracts

max_price: Option<Decimal>

The maximum price for the future

min_price: Option<Decimal>

The minimum price for the future

current_funding: Option<Decimal>

Current funding (perpetual only)

funding_8h: Option<Decimal>

Funding 8h (perpetual only)

settlement_price: Option<Decimal>

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

delivery_price: Option<Decimal>

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

bid_iv: Option<Decimal>

(Only for option) implied volatility for best bid

ask_iv: Option<Decimal>

(Only for option) implied volatility for best ask

mark_iv: Option<Decimal>

(Only for option) implied volatility for mark price

underlying_price: Option<Decimal>

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<Decimal>

Interest rate used in implied volatility calculations (options only)

Trait Implementations

impl Clone for DeribitOrderBook

fn clone(&self) -> DeribitOrderBook

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DeribitOrderBook

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for DeribitOrderBook

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for DeribitOrderBook

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

where __S: Serializer,

Serialize this value into the given Serde serializer.