OKXOptionSummaryMsg

nautilus_okx::websocket::messages

Struct OKXOptionSummaryMsg 

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pub struct OKXOptionSummaryMsg {
Show 16 fields
    pub inst_id: Ustr,
    pub uly: String,
    pub delta: String,
    pub gamma: String,
    pub theta: String,
    pub vega: String,
    pub delta_bs: String,
    pub gamma_bs: String,
    pub theta_bs: String,
    pub vega_bs: String,
    pub real_vol: String,
    pub bid_vol: String,
    pub ask_vol: String,
    pub mark_vol: String,
    pub lever: String,
    pub ts: u64,

}
Expand description

Option market data summary.

Fields§

§inst_id: Ustr

Instrument ID.

§uly: String

Underlying.

§delta: String

Delta.

§gamma: String

Gamma.

§theta: String

Theta.

§vega: String

Vega.

§delta_bs: String

Black-Scholes implied volatility delta.

§gamma_bs: String

Black-Scholes implied volatility gamma.

§theta_bs: String

Black-Scholes implied volatility theta.

§vega_bs: String

Black-Scholes implied volatility vega.

§real_vol: String

Realized volatility.

§bid_vol: String

Bid volatility.

§ask_vol: String

Ask volatility.

§mark_vol: String

Mark volatility.

§lever: String

Leverage.

§ts: u64

Timestamp of the data generation, Unix timestamp format in milliseconds.

Trait Implementations§

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impl Debug for OKXOptionSummaryMsg

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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 OKXOptionSummaryMsg

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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 OKXOptionSummaryMsg

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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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