nautilus_okx/common/
models.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! Data models representing OKX API payloads consumed by the adapter.
17
18use serde::{Deserialize, Serialize};
19use ustr::Ustr;
20
21use super::enums::{OKXOptionType, OKXTriggerType};
22use crate::common::{
23    enums::{OKXContractType, OKXInstrumentStatus, OKXInstrumentType},
24    parse::deserialize_optional_string_to_u64,
25};
26
27/// Attached TP/SL child order metadata returned by OKX on parent orders.
28#[derive(Clone, Debug, Default, Serialize, Deserialize)]
29#[serde(rename_all = "camelCase")]
30pub struct OKXAttachedAlgoOrd {
31    /// Attached algo order ID, if assigned by OKX.
32    #[serde(default)]
33    pub attach_algo_id: String,
34    /// Attached child client order ID.
35    #[serde(default)]
36    pub attach_algo_cl_ord_id: String,
37    /// Stop-loss trigger price.
38    #[serde(default)]
39    pub sl_trigger_px: String,
40    /// Stop-loss order price.
41    #[serde(default)]
42    pub sl_ord_px: String,
43    /// Stop-loss trigger price type.
44    #[serde(default)]
45    pub sl_trigger_px_type: Option<OKXTriggerType>,
46    /// Take-profit trigger price.
47    #[serde(default)]
48    pub tp_trigger_px: String,
49    /// Take-profit order price.
50    #[serde(default)]
51    pub tp_ord_px: String,
52    /// Take-profit trigger price type.
53    #[serde(default)]
54    pub tp_trigger_px_type: Option<OKXTriggerType>,
55}
56
57/// Represents an instrument on the OKX exchange.
58#[derive(Clone, Debug, Serialize, Deserialize)]
59#[serde(rename_all = "camelCase")]
60pub struct OKXInstrument {
61    /// Product type (SPOT, MARGIN, SWAP, FUTURES, OPTION).
62    pub inst_type: OKXInstrumentType,
63    /// Instrument ID, e.g. "BTC-USD-SWAP".
64    pub inst_id: Ustr,
65    /// Instrument ID code (numeric). Required for WebSocket order operations.
66    /// E.g., 10458 for BTC-USD-SWAP.
67    #[serde(default)]
68    pub inst_id_code: Option<u64>,
69    /// Underlying of the instrument, e.g. "BTC-USD". Only applicable to FUTURES/SWAP/OPTION.
70    pub uly: Ustr,
71    /// Instrument family, e.g. "BTC-USD". Only applicable to FUTURES/SWAP/OPTION.
72    pub inst_family: Ustr,
73    /// Base currency, e.g. "BTC" in BTC-USDT. Applicable to SPOT/MARGIN.
74    pub base_ccy: Ustr,
75    /// Quote currency, e.g. "USDT" in BTC-USDT.
76    pub quote_ccy: Ustr,
77    /// Settlement currency, e.g. "BTC" for BTC-USD-SWAP.
78    pub settle_ccy: Ustr,
79    /// Contract value. Only applicable to FUTURES/SWAP/OPTION.
80    pub ct_val: String,
81    /// Contract multiplier. Only applicable to FUTURES/SWAP/OPTION.
82    pub ct_mult: String,
83    /// Contract value currency. Only applicable to FUTURES/SWAP/OPTION.
84    pub ct_val_ccy: String,
85    /// Option type, "C" for call options, "P" for put options. Only applicable to OPTION.
86    pub opt_type: OKXOptionType,
87    /// Strike price. Only applicable to OPTION.
88    pub stk: String,
89    /// Listing time, Unix timestamp format in milliseconds, e.g. "1597026383085".
90    #[serde(deserialize_with = "deserialize_optional_string_to_u64")]
91    pub list_time: Option<u64>,
92    /// Expiry time, Unix timestamp format in milliseconds, e.g. "1597026383085".
93    #[serde(deserialize_with = "deserialize_optional_string_to_u64")]
94    pub exp_time: Option<u64>,
95    /// Leverage. Not applicable to SPOT.
96    pub lever: String,
97    /// Tick size, e.g. "0.1".
98    pub tick_sz: String,
99    /// Lot size, e.g. "1".
100    pub lot_sz: String,
101    /// Minimum order size.
102    pub min_sz: String,
103    /// Contract type. linear: "linear", inverse: "inverse". Only applicable to FUTURES/SWAP.
104    pub ct_type: OKXContractType,
105    /// Instrument status.
106    pub state: OKXInstrumentStatus,
107    /// Rule type, e.g. "DynamicPL", "CT", etc.
108    pub rule_type: String,
109    /// Maximum limit order size.
110    #[serde(default)]
111    pub max_lmt_sz: String,
112    /// Maximum market order size.
113    #[serde(default)]
114    pub max_mkt_sz: String,
115    /// Maximum limit order amount.
116    #[serde(default)]
117    pub max_lmt_amt: String,
118    /// Maximum market order amount.
119    #[serde(default)]
120    pub max_mkt_amt: String,
121    /// Maximum TWAP order size.
122    #[serde(default)]
123    pub max_twap_sz: String,
124    /// Maximum iceberg order size.
125    #[serde(default)]
126    pub max_iceberg_sz: String,
127    /// Maximum trigger order size.
128    #[serde(default)]
129    pub max_trigger_sz: String,
130    /// Maximum stop order size.
131    #[serde(default)]
132    pub max_stop_sz: String,
133}
nautilus_okx/common/models.rs

nautilus_okx/common/
models.rs
