rusty_oms::types

Struct Order

pub struct Order {Show 22 fields
    pub id: Uuid,
    pub client_order_id: SmartString<LazyCompact>,
    pub exchange_order_id: Option<SmartString<LazyCompact>>,
    pub venue: Exchange,
    pub symbol: SmartString<LazyCompact>,
    pub side: OrderSide,
    pub order_type: OrderType,
    pub price: Option<Decimal>,
    pub stop_price: Option<Decimal>,
    pub quantity: Decimal,
    pub filled_quantity: Decimal,
    pub average_fill_price: Option<Decimal>,
    pub status: OmsOrderStatus,
    pub time_in_force: Option<TimeInForce>,
    pub reduce_only: bool,
    pub creation_time_ns: u64,
    pub update_time_ns: u64,
    pub strategy_id: SmartString<LazyCompact>,
    pub rejection_reason: Option<RejectionReason>,
    pub metadata: OwnedValue,
    pub take_profit: Option<Decimal>,
    pub stop_loss: Option<Decimal>,
}

Expand description

Internal order representation

Fields§

§id: Uuid

Unique order ID

§client_order_id: SmartString<LazyCompact>

Client-assigned order ID

§exchange_order_id: Option<SmartString<LazyCompact>>

Exchange-assigned order ID (once assigned)

§venue: Exchange

Exchange venue

§symbol: SmartString<LazyCompact>

Trading symbol (e.g., “BTCUSDT”)

§side: OrderSide

Order side (buy or sell)

§order_type: OrderType

Order type (market, limit, etc.)

§price: Option<Decimal>

Price (required for limit orders)

§stop_price: Option<Decimal>

Stop price (required for stop orders)

§quantity: Decimal

Quantity to trade

§filled_quantity: Decimal

Filled quantity

§average_fill_price: Option<Decimal>

Average fill price

§status: OmsOrderStatus

Order status

§time_in_force: Option<TimeInForce>

Time in force

§reduce_only: bool

Order is reducing only (close position)

§creation_time_ns: u64

Creation time in nanoseconds

§update_time_ns: u64

Last update time in nanoseconds

§strategy_id: SmartString<LazyCompact>

Strategy ID that created this order

§rejection_reason: Option<RejectionReason>

Rejection reason if rejected

§metadata: OwnedValue

Additional order metadata

§take_profit: Option<Decimal>

Take profit price

§stop_loss: Option<Decimal>

Stop loss price

Implementations§

impl Order

pub fn from_request(request: &OrderRequest) -> Self

Create a new order from an order request

pub fn is_filled(&self) -> bool

Check if order is completely filled

pub fn remaining_quantity(&self) -> Decimal

Calculate remaining quantity

pub fn update_status(&mut self, status: OmsOrderStatus)

Update order status

pub fn reject(&mut self, reason: RejectionReason)

Reject an order with reason

pub fn add_fill(&mut self, fill_quantity: Decimal, fill_price: Decimal)

Add a fill to the order

Trait Implementations§

impl Clone for Order

fn clone(&self) -> Order

Returns a duplicate of the value. Read more

1.0.0 · Source§

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

Performs copy-assignment from source. Read more

impl Debug for Order

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for Order

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

impl Serialize for Order

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for Order

impl RefUnwindSafe for Order

impl Send for Order

impl Sync for Order

impl Unpin for Order

impl UnwindSafe for Order

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided [Span], returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns [Action::Follow] only if self and other return Action::Follow. Read more

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns [Action::Follow] if either self or other returns Action::Follow. Read more

impl<T> Same for T

type Output = T

Should always be Self

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a [WithDispatch] wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a [WithDispatch] wrapper. Read more

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

impl<T> ErasedDestructor for T
where T: 'static,