your chinese bolt carrier is, as you suspected, 'in the white'. this means it is just a bare steel piece that has been polished a bit. most chinese kalashnikovs came with the in the white bolts/carriers.
keeping it oiled will keep it, for the most part, rust free. i have one that is almost 20 years old and is completely free of any sign of rust.
it is possible to treat your bolt with seceral processes: electroless nickel, hard chrome, black oxide, rust blueing, zinc phosphate parkerizing and manganese phosphate parkerizing.
there is also plasma ceramic coatings, various laquers, enamels and other assorted eltro-chemical applications you can apply or have applied.
your original chinese finish on the rest of the rifle is black oxide.
you can, of course, have either your bolt or your entire rifle refinished in parkerizing. parkerizing does a better job of preventing corrossion than black oxide.
parkerizing can often be done locally if you dig around to find someone that refinishes guns or a commercial/industrial refinisher. ohio rapid fire, a site sponsor, also will refinish your kalashnikov.
the gas piston can be a bitch to remove from the carrier. fortunately, for a refinish, this is unnecessary. if you want to swap out a gas piston for usa parts count reasons, see the instructions over on the redstararms website.