pub struct AssetCtx {
pub funding: String,
pub open_interest: String,
pub prev_day_px: String,
pub day_ntl_vlm: String,
pub premium: Option<String>,
pub oracle_px: String,
pub mark_px: String,
pub mid_px: Option<String>,
pub impact_pxs: Option<Vec<String>>,
}Expand description
Asset context containing pricing information.
This is the main structure containing oracle prices.
Fields§
§funding: StringFunding rate (as string, needs parsing)
open_interest: StringOpen interest (as string, needs parsing)
prev_day_px: StringPrevious day’s price
day_ntl_vlm: StringDay’s notional volume
Premium (mark - oracle)
oracle_px: StringOracle/index price - THIS IS WHAT WE WANT This is the spot price from external exchanges, not influenced by HL funding
mark_px: StringMark price (oracle + premium adjustment)
mid_px: Option<String>Mid price from orderbook
impact_pxs: Option<Vec<String>>Impact prices for slippage calculation
Implementations§
Source§impl AssetCtx
impl AssetCtx
Sourcepub fn oracle_price(&self) -> Option<f64>
pub fn oracle_price(&self) -> Option<f64>
Parse oracle price as f64.
Returns None if the price string cannot be parsed.
Sourcepub fn prev_day_price(&self) -> Option<f64>
pub fn prev_day_price(&self) -> Option<f64>
Parse previous day’s price as f64.
Sourcepub fn mark_price(&self) -> Option<f64>
pub fn mark_price(&self) -> Option<f64>
Parse mark price as f64.
Returns None if the price string cannot be parsed.
Sourcepub fn funding_rate(&self) -> Option<f64>
pub fn funding_rate(&self) -> Option<f64>
Parse funding rate as f64.
Sourcepub fn open_interest_value(&self) -> Option<f64>
pub fn open_interest_value(&self) -> Option<f64>
Parse open interest as f64.
Trait Implementations§
Source§impl<'de> Deserialize<'de> for AssetCtx
impl<'de> Deserialize<'de> for AssetCtx
Source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
Auto Trait Implementations§
impl Freeze for AssetCtx
impl RefUnwindSafe for AssetCtx
impl Send for AssetCtx
impl Sync for AssetCtx
impl Unpin for AssetCtx
impl UnsafeUnpin for AssetCtx
impl UnwindSafe for AssetCtx
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