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OptionSummary

hypercall_api::handlers::market_data

Struct OptionSummary 

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pub struct OptionSummary {
Show 33 fields
    pub instrument_id: i32,
    pub instrument_name: String,
    pub option_token_address: Option<WalletAddress>,
    pub expiration_timestamp: i64,
    pub bid_price: f64,
    pub ask_price: f64,
    pub best_bid_size: Option<f64>,
    pub best_ask_size: Option<f64>,
    pub indicative_bid_price: Option<f64>,
    pub indicative_ask_price: Option<f64>,
    pub indicative_bid_size: Option<f64>,
    pub indicative_ask_size: Option<f64>,
    pub mark_price: f64,
    pub theoretical_price: Option<f64>,
    pub mark_iv: Option<f64>,
    pub ask_iv: Option<f64>,
    pub bid_iv: Option<f64>,
    pub underlying_price: f64,
    pub underlying_index: String,
    pub open_interest: f64,
    pub volume: f64,
    pub volume_usd: f64,
    pub high: Option<f64>,
    pub low: Option<f64>,
    pub last: Option<f64>,
    pub price_change: Option<f64>,
    pub interest_rate: f64,
    pub estimated_delivery_price: f64,
    pub creation_timestamp: i64,
    pub base_currency: String,
    pub quote_currency: String,
    pub mid_price: f64,
    pub greeks: Option<OrderBookGreeks>,

}

Fields§

§instrument_id: i32

Instrument ID

§instrument_name: String

Instrument name/symbol

§option_token_address: Option<WalletAddress>

Option token contract address

§expiration_timestamp: i64

Expiration timestamp

§bid_price: f64

Best bid price

§ask_price: f64

Best ask price

§best_bid_size: Option<f64>

Best bid size on the orderbook, in human-readable contracts.

§best_ask_size: Option<f64>

Best ask size on the orderbook, in human-readable contracts.

§indicative_bid_price: Option<f64>

Best indicative RFQ bid price from quote providers.

§indicative_ask_price: Option<f64>

Best indicative RFQ ask price from quote providers.

§indicative_bid_size: Option<f64>

Best indicative RFQ bid size, in human-readable contracts.

§indicative_ask_size: Option<f64>

Best indicative RFQ ask size, in human-readable contracts.

§mark_price: f64

Mark price

§theoretical_price: Option<f64>

Theoretical option price derived from the vol oracle, when available.

§mark_iv: Option<f64>

Theoretical implied volatility used for mark price and greeks

§ask_iv: Option<f64>

Quote-derived ask-side implied volatility

§bid_iv: Option<f64>

Quote-derived bid-side implied volatility

§underlying_price: f64

Underlying price

§underlying_index: String

Underlying index name

§open_interest: f64

Open interest

§volume: f64

24h volume

§volume_usd: f64

24h volume in USD

§high: Option<f64>

24h high

§low: Option<f64>

24h low

§last: Option<f64>

Last trade price

§price_change: Option<f64>

24h price change in percentage points, computed as: ((current_best_bid - reference_best_ask_near_24h_ago) / reference_best_ask_near_24h_ago) * 100.

§interest_rate: f64

Interest rate

§estimated_delivery_price: f64

Estimated delivery price

§creation_timestamp: i64

Creation timestamp

§base_currency: String

Base currency

§quote_currency: String

Quote currency

§mid_price: f64

Mid price

§greeks: Option<OrderBookGreeks>

Option Greeks (if available)

Trait Implementations§

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impl Clone for OptionSummary

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fn clone(&self) -> OptionSummary

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 OptionSummary

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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 Serialize for OptionSummary

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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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impl<'__s> ToSchema<'__s> for OptionSummary

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fn schema() -> (&'__s str, RefOr<Schema>)

Return a tuple of name and schema or reference to a schema that can be referenced by the name or inlined directly to responses, request bodies or parameters.
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fn aliases() -> Vec<(&'__s str, Schema)>

Optional set of alias schemas for the [ToSchema::schema]. Read more

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Add an aggregate function order Read more
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