nautilus_okx/common/
models.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! Data models representing OKX API payloads consumed by the adapter.
17
18use serde::{Deserialize, Serialize};
19use ustr::Ustr;
20
21use super::enums::OKXOptionType;
22use crate::common::{
23    enums::{OKXContractType, OKXInstrumentStatus, OKXInstrumentType},
24    parse::deserialize_optional_string_to_u64,
25};
26
27/// Represents an instrument on the OKX exchange.
28#[derive(Clone, Debug, Serialize, Deserialize)]
29#[serde(rename_all = "camelCase")]
30pub struct OKXInstrument {
31    /// Product type (SPOT, MARGIN, SWAP, FUTURES, OPTION).
32    pub inst_type: OKXInstrumentType,
33    /// Instrument ID, e.g. "BTC-USD-SWAP".
34    pub inst_id: Ustr,
35    /// Underlying of the instrument, e.g. "BTC-USD". Only applicable to FUTURES/SWAP/OPTION.
36    pub uly: Ustr,
37    /// Instrument family, e.g. "BTC-USD". Only applicable to FUTURES/SWAP/OPTION.
38    pub inst_family: Ustr,
39    /// Base currency, e.g. "BTC" in BTC-USDT. Applicable to SPOT/MARGIN.
40    pub base_ccy: Ustr,
41    /// Quote currency, e.g. "USDT" in BTC-USDT.
42    pub quote_ccy: Ustr,
43    /// Settlement currency, e.g. "BTC" for BTC-USD-SWAP.
44    pub settle_ccy: Ustr,
45    /// Contract value. Only applicable to FUTURES/SWAP/OPTION.
46    pub ct_val: String,
47    /// Contract multiplier. Only applicable to FUTURES/SWAP/OPTION.
48    pub ct_mult: String,
49    /// Contract value currency. Only applicable to FUTURES/SWAP/OPTION.
50    pub ct_val_ccy: String,
51    /// Option type, "C" for call options, "P" for put options. Only applicable to OPTION.
52    pub opt_type: OKXOptionType,
53    /// Strike price. Only applicable to OPTION.
54    pub stk: String,
55    /// Listing time, Unix timestamp format in milliseconds, e.g. "1597026383085".
56    #[serde(deserialize_with = "deserialize_optional_string_to_u64")]
57    pub list_time: Option<u64>,
58    /// Expiry time, Unix timestamp format in milliseconds, e.g. "1597026383085".
59    #[serde(deserialize_with = "deserialize_optional_string_to_u64")]
60    pub exp_time: Option<u64>,
61    /// Leverage. Not applicable to SPOT.
62    pub lever: String,
63    /// Tick size, e.g. "0.1".
64    pub tick_sz: String,
65    /// Lot size, e.g. "1".
66    pub lot_sz: String,
67    /// Minimum order size.
68    pub min_sz: String,
69    /// Contract type. linear: "linear", inverse: "inverse". Only applicable to FUTURES/SWAP.
70    pub ct_type: OKXContractType,
71    /// Instrument status.
72    pub state: OKXInstrumentStatus,
73    /// Rule type, e.g. "DynamicPL", "CT", etc.
74    pub rule_type: String,
75    /// Maximum limit order size.
76    pub max_lmt_sz: String,
77    /// Maximum market order size.
78    pub max_mkt_sz: String,
79    /// Maximum limit order amount.
80    pub max_lmt_amt: String,
81    /// Maximum market order amount.
82    pub max_mkt_amt: String,
83    /// Maximum TWAP order size.
84    pub max_twap_sz: String,
85    /// Maximum iceberg order size.
86    pub max_iceberg_sz: String,
87    /// Maximum trigger order size.
88    pub max_trigger_sz: String,
89    /// Maximum stop order size.
90    pub max_stop_sz: String,
91}
nautilus_okx/common/models.rs

nautilus_okx/common/
models.rs
