DeribitTickerMsg

nautilus_deribit::websocket::messages

Struct DeribitTickerMsg 

Source 
pub struct DeribitTickerMsg {
Show 22 fields
    pub instrument_name: Ustr,
    pub timestamp: u64,
    pub best_bid_price: Option<f64>,
    pub best_bid_amount: Option<f64>,
    pub best_ask_price: Option<f64>,
    pub best_ask_amount: Option<f64>,
    pub last_price: Option<f64>,
    pub mark_price: f64,
    pub index_price: f64,
    pub open_interest: f64,
    pub current_funding: Option<f64>,
    pub funding_8h: Option<f64>,
    pub settlement_price: Option<f64>,
    pub volume: Option<f64>,
    pub volume_usd: Option<f64>,
    pub high: Option<f64>,
    pub low: Option<f64>,
    pub price_change: Option<f64>,
    pub state: String,
    pub greeks: Option<DeribitGreeks>,
    pub underlying_price: Option<f64>,
    pub underlying_index: Option<String>,

}
Expand description

Ticker data from ticker.{instrument}.raw channel.

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§instrument_name: Ustr

Instrument name.

§timestamp: u64

Timestamp in milliseconds.

§best_bid_price: Option<f64>

Best bid price.

§best_bid_amount: Option<f64>

Best bid amount.

§best_ask_price: Option<f64>

Best ask price.

§best_ask_amount: Option<f64>

Best ask amount.

§last_price: Option<f64>

Last trade price.

§mark_price: f64

Mark price.

§index_price: f64

Index price.

§open_interest: f64

Open interest.

§current_funding: Option<f64>

Current funding rate (perpetuals).

§funding_8h: Option<f64>

Funding 8h rate (perpetuals).

§settlement_price: Option<f64>

Settlement price (expired instruments).

§volume: Option<f64>

24h volume.

§volume_usd: Option<f64>

24h volume in USD.

§high: Option<f64>

24h high.

§low: Option<f64>

24h low.

§price_change: Option<f64>

24h price change.

§state: String

State of the instrument.

§greeks: Option<DeribitGreeks>

Greeks (options).

§underlying_price: Option<f64>

Underlying price (options).

§underlying_index: Option<String>

Underlying index (options).

Trait Implementations§

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impl Clone for DeribitTickerMsg

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fn clone(&self) -> DeribitTickerMsg

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 DeribitTickerMsg

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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 DeribitTickerMsg

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

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