Improve BitMEX book handling and instrument parsing

Author: cjdsellers

crates/adapters/bitmex/src/http/models.rs

@@ -69,7 +69,7 @@ pub struct Instrument {
     #[serde(rename = "typ")]
     pub instrument_type: InstrumentType,
     pub listing: DateTime<Utc>,
-    pub front: DateTime<Utc>,
+    pub front: Option<DateTime<Utc>>,
     pub expiry: Option<DateTime<Utc>>,
     pub settle: Option<DateTime<Utc>>,
     pub listed_settle: Option<DateTime<Utc>>,
@@ -82,12 +82,12 @@ pub struct Instrument {
     pub calc_interval: Option<DateTime<Utc>>,
     pub publish_interval: Option<DateTime<Utc>>,
     pub publish_time: Option<DateTime<Utc>>,
-    pub max_order_qty: f64,
-    pub max_price: f64,
-    pub lot_size: f64,
+    pub max_order_qty: Option<f64>,
+    pub max_price: Option<f64>,
+    pub lot_size: Option<f64>,
     pub tick_size: f64,
     pub multiplier: f64,
-    pub settl_currency: String,
+    pub settl_currency: Option<String>,
     pub underlying_to_position_multiplier: Option<f64>,
     pub underlying_to_settle_multiplier: Option<f64>,
     pub quote_to_settle_multiplier: Option<f64>,
@@ -98,11 +98,11 @@ pub struct Instrument {
     pub risk_limit: Option<f64>,
     pub risk_step: Option<f64>,
     pub limit: Option<f64>,
-    pub taxed: bool,
-    pub deleverage: bool,
-    pub maker_fee: f64,
-    pub taker_fee: f64,
-    pub settlement_fee: f64,
+    pub taxed: Option<bool>,
+    pub deleverage: Option<bool>,
+    pub maker_fee: Option<f64>,
+    pub taker_fee: Option<f64>,
+    pub settlement_fee: Option<f64>,
     pub funding_base_symbol: Option<String>,
     pub funding_quote_symbol: Option<String>,
     pub funding_premium_symbol: Option<String>,
@@ -115,15 +115,15 @@ pub struct Instrument {
     pub prev_close_price: Option<f64>,
     pub limit_down_price: Option<f64>,
     pub limit_up_price: Option<f64>,
-    pub total_volume: f64,
-    pub volume: f64,
-    pub volume_24h: f64,
-    pub prev_total_turnover: f64,
-    pub total_turnover: f64,
-    pub turnover: f64,
-    pub turnover_24h: f64,
-    pub home_notional_24h: f64,
-    pub foreign_notional_24h: f64,
+    pub total_volume: Option<f64>,
+    pub volume: Option<f64>,
+    pub volume_24h: Option<f64>,
+    pub prev_total_turnover: Option<f64>,
+    pub total_turnover: Option<f64>,
+    pub turnover: Option<f64>,
+    pub turnover_24h: Option<f64>,
+    pub home_notional_24h: Option<f64>,
+    pub foreign_notional_24h: Option<f64>,
     pub prev_price_24h: Option<f64>,
     pub vwap: Option<f64>,
     pub high_price: Option<f64>,
@@ -138,15 +138,15 @@ pub struct Instrument {
     pub impact_bid_price: Option<f64>,
     pub impact_mid_price: Option<f64>,
     pub impact_ask_price: Option<f64>,
-    pub has_liquidity: bool,
-    pub open_interest: f64,
-    pub open_value: f64,
+    pub has_liquidity: Option<bool>,
+    pub open_interest: Option<f64>,
+    pub open_value: Option<f64>,
     pub fair_method: Option<String>,
     pub fair_basis_rate: Option<f64>,
     pub fair_basis: Option<f64>,
     pub fair_price: Option<f64>,
     pub mark_method: Option<String>,
-    pub mark_price: f64,
+    pub mark_price: Option<f64>,
     pub indicative_settle_price: Option<f64>,
     pub settled_price_adjustment_rate: Option<f64>,
     pub settled_price: Option<f64>,