Struct DeribitBookSummary 

pub struct DeribitBookSummary {

    pub instrument_id: InstrumentId,
    pub instrument_name: String,
    pub underlying_price: Option<Decimal>,
    pub underlying_index: Option<String>,
    pub mark_price: Option<Decimal>,
    pub mid_price: Option<Decimal>,
    pub bid_price: Option<Decimal>,
    pub ask_price: Option<Decimal>,
    pub last_price: Option<Decimal>,
    pub mark_iv: Option<Decimal>,
    pub bid_iv: Option<Decimal>,
    pub ask_iv: Option<Decimal>,
    pub interest_rate: Option<Decimal>,
    pub open_interest: Option<Decimal>,
    pub open_interest_value: Option<Decimal>,
    pub volume: Option<Decimal>,
    pub volume_usd: Option<Decimal>,
    pub volume_notional: Option<Decimal>,
    pub volume_btc: Option<Decimal>,
    pub high: Option<Decimal>,
    pub low: Option<Decimal>,
    pub price_change: Option<Decimal>,
    pub estimated_delivery_price: Option<Decimal>,
    pub delivery_price: Option<Decimal>,
    pub base_currency: Option<String>,
    pub quote_currency: Option<String>,
    pub creation_timestamp: i64,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

Book summary snapshot for one instrument from public/get_book_summary_by_currency.

Numeric venue fields are retained as [Decimal] (no f64 round-trip). Convert from the wire DTO via DeribitBookSummary::from_raw.

Fields

instrument_id: InstrumentId

Nautilus instrument identifier (venue-qualified).

instrument_name: String

Venue instrument name (e.g. "BTC-28MAR25-90000-C").

underlying_price: Option<Decimal>

Forward/underlying price used for IV calculations.

underlying_index: Option<String>

Underlying future or index name.

mark_price: Option<Decimal>

Mark price.

mid_price: Option<Decimal>

Mid price.

bid_price: Option<Decimal>

Best bid price.

ask_price: Option<Decimal>

Best ask price.

last_price: Option<Decimal>

Last traded price.

mark_iv: Option<Decimal>

Mark implied volatility.

bid_iv: Option<Decimal>

Bid implied volatility.

ask_iv: Option<Decimal>

Ask implied volatility.

interest_rate: Option<Decimal>

Interest rate used in IV calculations.

open_interest: Option<Decimal>

Open interest.

open_interest_value: Option<Decimal>

Open interest value when provided.

volume: Option<Decimal>

24h volume.

volume_usd: Option<Decimal>

24h volume in USD.

volume_notional: Option<Decimal>

24h notional volume.

volume_btc: Option<Decimal>

24h volume in BTC when provided.

high: Option<Decimal>

24h high.

low: Option<Decimal>

24h low.

price_change: Option<Decimal>

24h price change.

estimated_delivery_price: Option<Decimal>

Estimated delivery price.

delivery_price: Option<Decimal>

Settlement/delivery price when present.

base_currency: Option<String>

Base currency.

quote_currency: Option<String>

Quote currency.

creation_timestamp: i64

Instrument creation time (milliseconds since UNIX epoch).

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the snapshot was observed.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the instance was initialized.

Implementations

impl DeribitBookSummary

pub fn new( instrument_id: InstrumentId, instrument_name: String, underlying_price: Option<Decimal>, underlying_index: Option<String>, mark_price: Option<Decimal>, mid_price: Option<Decimal>, bid_price: Option<Decimal>, ask_price: Option<Decimal>, last_price: Option<Decimal>, mark_iv: Option<Decimal>, bid_iv: Option<Decimal>, ask_iv: Option<Decimal>, interest_rate: Option<Decimal>, open_interest: Option<Decimal>, open_interest_value: Option<Decimal>, volume: Option<Decimal>, volume_usd: Option<Decimal>, volume_notional: Option<Decimal>, volume_btc: Option<Decimal>, high: Option<Decimal>, low: Option<Decimal>, price_change: Option<Decimal>, estimated_delivery_price: Option<Decimal>, delivery_price: Option<Decimal>, base_currency: Option<String>, quote_currency: Option<String>, creation_timestamp: i64, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Self

Constructor from all fields. Use from Rust; Python init forwards to this.

impl DeribitBookSummary

pub fn repr(&self) -> String

Returns a string representation in the same style as Python CustomDataClass (fields and ts_event/ts_init as ISO8601).

impl DeribitBookSummary

pub fn from_raw(raw: DeribitBookSummaryRaw, ts: UnixNanos) -> Self

Builds a domain book summary from a venue wire DTO.

Trait Implementations

impl ArrowSchemaProvider for DeribitBookSummary

fn get_schema(metadata: Option<HashMap<String, String>>) -> Schema

Returns the Arrow schema for this type with optional metadata.

fn get_schema_map() -> HashMap<String, String>

Returns a map of field names to their Arrow data types.

impl CatalogPathPrefix for DeribitBookSummary

fn path_prefix() -> &'static str

Returns the path prefix (directory name) for this data type.

impl Clone for DeribitBookSummary

fn clone(&self) -> DeribitBookSummary

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl CustomDataSerialize for DeribitBookSummary

fn schema(&self) -> Result<Schema>

Returns the Arrow schema for this custom data type.

fn encode_record_batch( &self, items: &[Arc<dyn CustomDataTrait>], ) -> Result<RecordBatch>

Encodes a batch of custom data items to an Arrow RecordBatch.

impl CustomDataTrait for DeribitBookSummary

fn type_name(&self) -> &'static str

Returns the type name for the custom data.

fn type_name_static() -> &'static str

Returns the type name used in serialized form (e.g. in the "type" field).

fn as_any(&self) -> &dyn Any

Returns the data as a dyn Any for downcasting.

fn ts_event(&self) -> UnixNanos

Returns the event timestamp (when the data occurred).

fn to_json(&self) -> Result<String>

Serializes the custom data to a JSON string.

fn clone_arc(&self) -> Arc<dyn CustomDataTrait>

Returns a cloned Arc of the custom data.

fn eq_arc(&self, other: &dyn CustomDataTrait) -> bool

Returns whether the custom data is equal to another.

fn from_json(value: Value) -> Result<Arc<dyn CustomDataTrait>>

Deserializes from a JSON value into an Arc’d trait object.

fn to_pyobject(&self, py: Python<'_>) -> PyResult<Py<PyAny>>

Converts the custom data to a Python object.

fn to_json_py(&self) -> Result<String, Error>

Python-facing JSON serialization. Default implementation forwards to to_json. Override if a different behavior is needed for the Python API.

impl Debug for DeribitBookSummary

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

Formats the value using the given formatter.

impl DecodeDataFromRecordBatch for DeribitBookSummary

fn decode_data_batch( _metadata: &HashMap<String, String>, record_batch: RecordBatch, ) -> Result<Vec<Data>, EncodingError>

Decodes a RecordBatch into raw Data values, using the provided metadata.

impl DerefToPyAny for DeribitBookSummary

impl<'de> Deserialize<'de> for DeribitBookSummary

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for DeribitBookSummary

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

Formats the value using the given formatter.

impl EncodeToRecordBatch for DeribitBookSummary

fn encode_batch( metadata: &HashMap<String, String>, data: &[Self], ) -> Result<RecordBatch, ArrowError>

Encodes a batch of values into an Arrow RecordBatch using the provided metadata.

fn metadata(&self) -> HashMap<String, String>

Returns the metadata for this data element.

fn chunk_metadata(chunk: &[Self]) -> HashMap<String, String>

Returns the metadata selected for a chunk.

impl From<DeribitBookSummary> for Data

fn from(value: DeribitBookSummary) -> Self

Converts to this type from the input type.

impl<'a, 'py> FromPyObject<'a, 'py> for DeribitBookSummary

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl HasTsInit for DeribitBookSummary

fn ts_init(&self) -> UnixNanos

Returns the UNIX timestamp (nanoseconds) when the instance was created.

impl<'py> IntoPyObject<'py> for DeribitBookSummary

type Target = DeribitBookSummary

The Python output type

type Output = Bound<'py, <DeribitBookSummary as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PartialEq for DeribitBookSummary

fn eq(&self, other: &DeribitBookSummary) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl PyClass for DeribitBookSummary

const NAME: &str = "DeribitBookSummary"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for DeribitBookSummary

const MODULE: Option<&str> = ::core::option::Option::None

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Book summary snapshot for one instrument from /// `public/get_book_summary_by_currency`. /// /// Numeric venue fields are retained as [`Decimal`] (no `f64` round-trip). /// Convert from the wire DTO via [`DeribitBookSummary::from_raw`].

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<DeribitBookSummary as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<DeribitBookSummary>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForDeribitBookSummary

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for DeribitBookSummary

const TEXT_SIGNATURE: &'static str = "(instrument_id, instrument_name, underlying_price, underlying_index, mark_price, mid_price, bid_price, ask_price, last_price, mark_iv, bid_iv, ask_iv, interest_rate, open_interest, open_interest_value, volume, volume_usd, volume_notional, volume_btc, high, low, price_change, estimated_delivery_price, delivery_price, base_currency, quote_currency, creation_timestamp, ts_event, ts_init)"

impl PyStubType for DeribitBookSummary

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for DeribitBookSummary

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Serialize for DeribitBookSummary

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for DeribitBookSummary

impl TryFrom<Data> for DeribitBookSummary

type Error = Error

The type returned in the event of a conversion error.

fn try_from(value: Data) -> Result<Self, Self::Error>

Performs the conversion.