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_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    pub price_increment: f64,
58    /// The instrument size increment.
59    pub amount_increment: f64,
60    /// The minimum tradeable size for the instrument.
61    pub min_trade_amount: f64,
62    /// 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.
63    pub maker_fee: f64,
64    /// 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.
65    pub taker_fee: f64,
66    /// If the instrument is inverse (only for derivatives such as futures and perpetual swaps).
67    #[serde(skip_serializing_if = "Option::is_none")]
68    pub inverse: Option<bool>,
69    /// The instrument contract multiplier (only for derivatives).
70    #[serde(skip_serializing_if = "Option::is_none")]
71    pub contract_multiplier: Option<f64>,
72    /// If the instrument is quanto (only for quanto instruments).
73    #[serde(skip_serializing_if = "Option::is_none")]
74    pub quanto: Option<bool>,
75    /// The instrument settlement currency (only for Quanto instruments where settlement currency is different both base and quote currency).
76    #[serde(skip_serializing_if = "Option::is_none")]
77    pub settlement_currency: Option<Ustr>,
78    /// The instrument strike price (only for options).
79    #[serde(skip_serializing_if = "Option::is_none")]
80    pub strike_price: Option<f64>,
81    /// The option type (only for options).
82    #[serde(skip_serializing_if = "Option::is_none")]
83    pub option_type: Option<TardisOptionType>,
84    /// The changes for the instrument (best-effort basis from Tardis).
85    #[serde(skip_serializing_if = "Option::is_none")]
86    pub changes: Option<Vec<TardisInstrumentChanges>>,
87    /// Additional fields from the Tardis API not explicitly modeled above.
88    #[serde(flatten)]
89    pub extra: serde_json::Map<String, Value>,
90}
91
92#[derive(Debug, Clone, Serialize, Deserialize)]
93#[serde(rename_all = "camelCase")]
94/// The changes info returned by the exchanges API.
95pub struct TardisInstrumentChanges {
96    /// Date in ISO format.
97    pub until: DateTime<Utc>,
98    /// The minimum price increment (tick size).
99    #[serde(skip_serializing_if = "Option::is_none")]
100    #[serde(default)]
101    pub price_increment: Option<f64>,
102    /// The minimum size increment.
103    #[serde(skip_serializing_if = "Option::is_none")]
104    #[serde(default)]
105    pub amount_increment: Option<f64>,
106    /// The instrument contract multiplier (only for derivatives).
107    #[serde(skip_serializing_if = "Option::is_none")]
108    #[serde(default)]
109    pub contract_multiplier: Option<f64>,
110    /// The maker fee rate.
111    #[serde(skip_serializing_if = "Option::is_none")]
112    #[serde(default)]
113    pub maker_fee: Option<f64>,
114    /// The taker fee rate.
115    #[serde(skip_serializing_if = "Option::is_none")]
116    #[serde(default)]
117    pub taker_fee: Option<f64>,
118    /// Additional fields from the Tardis API not explicitly modeled above.
119    #[serde(flatten)]
120    pub extra: serde_json::Map<String, Value>,
121}
nautilus_tardis/http/models.rs

nautilus_tardis/http/
models.rs
