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OrderBookResponse

hypercall_types

Struct OrderBookResponse 

pub struct OrderBookResponse {
Show 28 fields
    pub timestamp: i64,
    pub state: String,
    pub stats: OrderBookStats,
    pub greeks: Option<OrderBookGreeks>,
    pub change_id: i64,
    pub index_price: f64,
    pub instrument_name: String,
    pub option_token_address: Option<WalletAddress>,
    pub bids: Vec<[f64; 2]>,
    pub asks: Vec<[f64; 2]>,
    pub last_price: Option<f64>,
    pub settlement_price: f64,
    pub min_price: f64,
    pub max_price: f64,
    pub open_interest: f64,
    pub mark_price: f64,
    pub theoretical_price: Option<f64>,
    pub best_bid_price: f64,
    pub best_ask_price: 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 interest_rate: f64,
    pub estimated_delivery_price: f64,
    pub best_ask_amount: f64,
    pub best_bid_amount: f64,

}
Expand description

Orderbook response.

Fields§

§timestamp: i64

Timestamp

§state: String

Market state

§stats: OrderBookStats

Order book statistics

§greeks: Option<OrderBookGreeks>

Option Greeks

§change_id: i64

Change ID for incremental updates

§index_price: f64

Index price

§instrument_name: String

Instrument name

§option_token_address: Option<WalletAddress>

Option token contract address

§bids: Vec<[f64; 2]>

Bid orders [price, size], where size is in human-readable contracts.

§asks: Vec<[f64; 2]>

Ask orders [price, size], where size is in human-readable contracts.

§last_price: Option<f64>

Last trade price

§settlement_price: f64

Settlement price

§min_price: f64

Minimum price

§max_price: f64

Maximum price

§open_interest: f64

Open interest

§mark_price: f64

Mark price

§theoretical_price: Option<f64>

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

§best_bid_price: f64

Best bid price

§best_ask_price: f64

Best ask price

§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

§interest_rate: f64

Interest rate

§estimated_delivery_price: f64

Estimated delivery price

§best_ask_amount: f64

Best ask amount in human-readable contracts.

§best_bid_amount: f64

Best bid amount in human-readable contracts.

Trait Implementations§

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impl Clone for OrderBookResponse

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fn clone(&self) -> OrderBookResponse

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 OrderBookResponse

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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 OrderBookResponse

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

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for OrderBookResponse

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fn serialize<__S>( &self, __serializer: __S, ) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more
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impl<'__s> ToSchema<'__s> for OrderBookResponse

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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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where Self: OrderAggregateDsl<O>,

Add an aggregate function order Read more
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