nautilus_tardis/http/
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
16use chrono::{DateTime, Utc};
17use serde::{Deserialize, Serialize};
18use serde_json::Value;
19use ustr::Ustr;
20
21use crate::common::{
22    enums::{TardisExchange, TardisInstrumentType, TardisOptionType},
23    parse::{deserialize_f64_or_string, deserialize_opt_f64_or_string, deserialize_uppercase},
24};
25
26#[derive(Debug, Clone, Serialize, Deserialize)]
27#[serde(rename_all = "camelCase")]
28/// The metadata of a particular instrument.
29/// See <https://docs.tardis.dev/api/instruments-metadata-api>.
30pub struct TardisInstrumentInfo {
31    /// The instrument symbol.
32    #[serde(deserialize_with = "deserialize_uppercase")]
33    pub id: Ustr,
34    /// The instrument exchange.
35    pub exchange: TardisExchange,
36    /// The instrument base currency (normalized, e.g., BTC for BitMEX, not XBT).
37    pub base_currency: Ustr,
38    /// The instrument quote currency (normalized, e.g., BTC for BitMEX, not XBT).
39    pub quote_currency: Ustr,
40    /// The instrument type e.g., spot, perpetual, future, option.
41    #[serde(rename = "type")]
42    pub instrument_type: TardisInstrumentType,
43    /// If the instrument is actively listed.
44    pub active: bool,
45    /// The listing date in ISO format.
46    #[serde(skip_serializing_if = "Option::is_none")]
47    pub listing: Option<DateTime<Utc>>,
48    /// The available from date in ISO format.
49    pub available_since: DateTime<Utc>,
50    /// The available to date in ISO format.
51    #[serde(skip_serializing_if = "Option::is_none")]
52    pub available_to: Option<DateTime<Utc>>,
53    /// The contract expiry date in ISO format (applicable to futures and options).
54    #[serde(skip_serializing_if = "Option::is_none")]
55    pub expiry: Option<DateTime<Utc>>,
56    /// The instrument price increment.
57    #[serde(deserialize_with = "deserialize_f64_or_string")]
58    pub price_increment: f64,
59    /// The instrument size increment.
60    #[serde(deserialize_with = "deserialize_f64_or_string")]
61    pub amount_increment: f64,
62    /// The minimum tradeable size for the instrument.
63    #[serde(deserialize_with = "deserialize_f64_or_string")]
64    pub min_trade_amount: f64,
65    /// The instrument maker fee: consider it as illustrative only, as it depends in practice on account traded volume levels, different categories, VIP levels, owning exchange currency etc.
66    #[serde(deserialize_with = "deserialize_f64_or_string")]
67    pub maker_fee: f64,
68    /// The instrument taker fee: consider it as illustrative only, as it depends in practice on account traded volume levels, different categories, VIP levels, owning exchange currency etc.
69    #[serde(deserialize_with = "deserialize_f64_or_string")]
70    pub taker_fee: f64,
71    /// If the instrument is inverse (only for derivatives such as futures and perpetual swaps).
72    #[serde(skip_serializing_if = "Option::is_none")]
73    pub inverse: Option<bool>,
74    /// The instrument contract multiplier (only for derivatives).
75    #[serde(skip_serializing_if = "Option::is_none")]
76    #[serde(default, deserialize_with = "deserialize_opt_f64_or_string")]
77    pub contract_multiplier: Option<f64>,
78    /// If the instrument is quanto (only for quanto instruments).
79    #[serde(skip_serializing_if = "Option::is_none")]
80    pub quanto: Option<bool>,
81    /// The instrument settlement currency (only for Quanto instruments where settlement currency is different both base and quote currency).
82    #[serde(skip_serializing_if = "Option::is_none")]
83    pub settlement_currency: Option<Ustr>,
84    /// The instrument strike price (only for options).
85    #[serde(skip_serializing_if = "Option::is_none")]
86    #[serde(default, deserialize_with = "deserialize_opt_f64_or_string")]
87    pub strike_price: Option<f64>,
88    /// The option type (only for options).
89    #[serde(skip_serializing_if = "Option::is_none")]
90    pub option_type: Option<TardisOptionType>,
91    /// The changes for the instrument (best-effort basis from Tardis).
92    #[serde(skip_serializing_if = "Option::is_none")]
93    pub changes: Option<Vec<TardisInstrumentChanges>>,
94    /// Additional fields from the Tardis API not explicitly modeled above.
95    #[serde(flatten)]
96    pub extra: serde_json::Map<String, Value>,
97}
98
99#[derive(Debug, Clone, Serialize, Deserialize)]
100#[serde(rename_all = "camelCase")]
101/// The changes info returned by the exchanges API.
102pub struct TardisInstrumentChanges {
103    /// Date in ISO format.
104    pub until: DateTime<Utc>,
105    /// The minimum price increment (tick size).
106    #[serde(skip_serializing_if = "Option::is_none")]
107    #[serde(default, deserialize_with = "deserialize_opt_f64_or_string")]
108    pub price_increment: Option<f64>,
109    /// The minimum size increment.
110    #[serde(skip_serializing_if = "Option::is_none")]
111    #[serde(default, deserialize_with = "deserialize_opt_f64_or_string")]
112    pub amount_increment: Option<f64>,
113    /// The instrument contract multiplier (only for derivatives).
114    #[serde(skip_serializing_if = "Option::is_none")]
115    #[serde(default, deserialize_with = "deserialize_opt_f64_or_string")]
116    pub contract_multiplier: Option<f64>,
117    /// The maker fee rate.
118    #[serde(skip_serializing_if = "Option::is_none")]
119    #[serde(default, deserialize_with = "deserialize_opt_f64_or_string")]
120    pub maker_fee: Option<f64>,
121    /// The taker fee rate.
122    #[serde(skip_serializing_if = "Option::is_none")]
123    #[serde(default, deserialize_with = "deserialize_opt_f64_or_string")]
124    pub taker_fee: Option<f64>,
125    /// Additional fields from the Tardis API not explicitly modeled above.
126    #[serde(flatten)]
127    pub extra: serde_json::Map<String, Value>,
128}
nautilus_tardis/http/models.rs

nautilus_tardis/http/
models.rs
