Added OptionInstrument struct to options.rs with combined instrument and ticker data; updated Instrument with optional price_index.

Author: joaquinbejar

src/model/instrument.rs

@@ -50,6 +50,9 @@ pub enum InstrumentType {
 pub struct Instrument {
     /// Instrument name (e.g., "BTC-PERPETUAL", "ETH-25JUL25-3000-C")
     pub instrument_name: String,
+    /// Price index used for mark price calculation
+    #[serde(skip_serializing_if = "Option::is_none")]
+    pub price_index: Option<String>,
     /// Instrument kind
     #[serde(skip_serializing_if = "Option::is_none")]
     pub kind: Option<InstrumentKind>,

src/model/mod.rs

@@ -33,6 +33,8 @@ pub mod funding;
 pub mod instrument;
 /// Market data structures
 pub mod market_data;
+/// Options-related data structures and types
+pub mod options;
 /// Order-related data structures and types
 pub mod order;
 /// Order management operations and requests

src/model/options.rs

@@ -0,0 +1,16 @@
+/******************************************************************************
+   Author: Joaquín Béjar García
+   Email: jb@taunais.com
+   Date: 9/9/25
+******************************************************************************/
+use crate::prelude::{Instrument, TickerData};
+use serde::{Deserialize, Serialize};
+
+/// Combined option instrument data with ticker information
+#[derive(Clone, Serialize, Deserialize)]
+pub struct OptionInstrument {
+    /// The instrument details
+    pub instrument: Instrument,
+    /// Real-time ticker data for the option
+    pub ticker: TickerData,
+}