Struct OrderUpdate

pub struct OrderUpdate {

    pub id: SmartString,
    pub order_id: OrderId,
    pub client_order_id: ClientId,
    pub instrument_id: InstrumentId,
    pub side: OrderSide,
    pub order_type: OrderType,
    pub status: OrderStatus,
    pub original_quantity: Decimal,
    pub filled_quantity: Decimal,
    pub remaining_quantity: Decimal,
    pub price: Option<Decimal>,
    pub average_fill_price: Option<Decimal>,
    pub time_in_force: Option<TimeInForce>,
    pub exchange_execution_id: Option<SmartString>,
    pub exchange_timestamp: u64,
    pub system_timestamp: u64,
    pub reject_reason: Option<SmartString>,
    pub is_final: bool,
}

Represents an update to an order’s state. This can be a partial fill, a full fill, a cancellation, or a modification.

Fields

id: SmartString

Unique identifier for this order update.

order_id: OrderId

The ID of the order this update pertains to.

client_order_id: ClientId

The client-generated ID for the order.

instrument_id: InstrumentId

The instrument the order is for.

side: OrderSide

The side of the order (Buy or Sell).

order_type: OrderType

The type of order (e.g., Limit, Market).

status: OrderStatus

The current status of the order.

original_quantity: Decimal

The total quantity of the order.

filled_quantity: Decimal

The quantity that has been filled by this update.

remaining_quantity: Decimal

The remaining quantity of the order.

price: Option<Decimal>

The price at which this update occurred (e.g., fill price).

average_fill_price: Option<Decimal>

The average price of all fills for this order.

time_in_force: Option<TimeInForce>

The time in force for the order.

exchange_execution_id: Option<SmartString>

Exchange-specific execution ID for this update.

exchange_timestamp: u64

Timestamp of the update from the exchange (in nanoseconds).

system_timestamp: u64

Local system timestamp when the update was processed (in nanoseconds).

reject_reason: Option<SmartString>

Any reject reason if the order was rejected or cancelled with a reason.

is_final: bool

Indicates if this is the final update for the order (e.g., fully filled, cancelled, rejected).

Implementations

impl OrderUpdate

pub const fn new( id: SmartString, order_id: OrderId, client_order_id: ClientId, instrument_id: InstrumentId, side: OrderSide, order_type: OrderType, status: OrderStatus, original_quantity: Decimal, filled_quantity: Decimal, remaining_quantity: Decimal, price: Option<Decimal>, average_fill_price: Option<Decimal>, time_in_force: Option<TimeInForce>, exchange_execution_id: Option<SmartString>, exchange_timestamp: u64, system_timestamp: u64, reject_reason: Option<SmartString>, is_final: bool, ) -> Self

Creates a new OrderUpdate instance.

Trait Implementations

impl Clone for OrderUpdate

fn clone(&self) -> OrderUpdate

Returns a duplicate of the value.

const fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for OrderUpdate

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderUpdate

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for OrderUpdate

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.