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VolSurfaceUpdateMessage

hypercall::vol_oracle::blockscholes_types

Struct VolSurfaceUpdateMessage 

Source 
pub struct VolSurfaceUpdateMessage {
    pub symbol: String,
    pub timestamp: i64,
    pub points: Vec<VolSurfacePoint>,
    pub atm_vols: Vec<AtmVolPoint>,
}
Expand description

Volatility surface update message.

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§symbol: String

Underlying symbol (e.g., “BTC”, “ETH”)

§timestamp: i64

Update timestamp in milliseconds

§points: Vec<VolSurfacePoint>

Volatility surface points

§atm_vols: Vec<AtmVolPoint>

Optional ATM volatilities by expiry

Trait Implementations§

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impl Clone for VolSurfaceUpdateMessage

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fn clone(&self) -> VolSurfaceUpdateMessage

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for VolSurfaceUpdateMessage

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for VolSurfaceUpdateMessage

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fn deserialize<__D>( __deserializer: __D, ) -> Result<VolSurfaceUpdateMessage, <__D as Deserializer<'de>>::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

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