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DeribitBookSummaryRaw

nautilus_deribit::http::models

Struct DeribitBookSummaryRaw 

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pub struct DeribitBookSummaryRaw {
Show 26 fields
    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,

}
Expand description

Wire DTO for /public/get_book_summary_by_currency entries.

Pure venue payload (no engine timestamps). Convert to the domain crate::data_types::DeribitBookSummary before emitting custom data.

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§instrument_name: String

Unique instrument identifier (e.g. “BTC-28MAR25-90000-C”)

§underlying_price: Option<Decimal>

The forward/underlying price for implied volatility calculations

§underlying_index: Option<String>

Name of the underlying future or index (e.g. “BTC-28MAR25” or “SYN.BTC-28MAR25”)

§mark_price: Option<Decimal>

Mark price for the instrument

§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 (last on the wire)

§mark_iv: Option<Decimal>

Mark implied volatility (options; may be absent on some product kinds)

§bid_iv: Option<Decimal>

Bid implied volatility (options)

§ask_iv: Option<Decimal>

Ask implied volatility (options)

§interest_rate: Option<Decimal>

Interest rate used in IV calculations (options)

§open_interest: Option<Decimal>

Open interest

§open_interest_value: Option<Decimal>

Open interest value when provided by the venue

§volume: Option<Decimal>

24h volume in contracts / base units

§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 price

§low: Option<Decimal>

24h low price

§price_change: Option<Decimal>

24h price change (price_change on the wire)

§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)

Trait Implementations§

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impl Clone for DeribitBookSummaryRaw

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fn clone(&self) -> DeribitBookSummaryRaw

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

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

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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<'de> Deserialize<'de> for DeribitBookSummaryRaw

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

Deserialize this value from the given Serde deserializer. Read more
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impl PartialEq for DeribitBookSummaryRaw

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

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more
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impl Serialize for DeribitBookSummaryRaw

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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 StructuralPartialEq for DeribitBookSummaryRaw

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