rusty_oms::types

Struct OrderRequest

pub struct OrderRequest {Show 15 fields
    pub client_order_id: SmartString<LazyCompact>,
    pub venue: Exchange,
    pub symbol: SmartString<LazyCompact>,
    pub side: OrderSide,
    pub order_type: OrderType,
    pub quantity: Decimal,
    pub price: Option<Decimal>,
    pub stop_price: Option<Decimal>,
    pub time_in_force: Option<TimeInForce>,
    pub reduce_only: bool,
    pub timestamp_ns: u64,
    pub strategy_id: SmartString<LazyCompact>,
    pub extra_params: OwnedValue,
    pub take_profit: Option<Decimal>,
    pub stop_loss: Option<Decimal>,
}

Expand description

Order request representation

Fields§

§client_order_id: SmartString<LazyCompact>

Client-assigned order ID

§venue: Exchange

Exchange venue for the order

§symbol: SmartString<LazyCompact>

Trading symbol (e.g., “BTCUSDT”)

§side: OrderSide

Order side (buy or sell)

§order_type: OrderType

Order type (market, limit, etc.)

§quantity: Decimal

Quantity to trade

§price: Option<Decimal>

Price (required for limit orders)

§stop_price: Option<Decimal>

Stop price (required for stop orders)

§time_in_force: Option<TimeInForce>

Time in force

§reduce_only: bool

Order is reducing only (close position)

§timestamp_ns: u64

Request timestamp in nanoseconds

§strategy_id: SmartString<LazyCompact>

Strategy ID that created this order

§extra_params: OwnedValue

Additional order parameters

§take_profit: Option<Decimal>

Take profit price

§stop_loss: Option<Decimal>

Stop loss price

Implementations§

impl OrderRequest

pub fn new( client_order_id: impl Into<SmartString<LazyCompact>>, venue: Venue, symbol: impl Into<SmartString<LazyCompact>>, side: OrderSide, order_type: OrderType, quantity: Decimal, price: Option<Decimal>, strategy_id: impl Into<SmartString<LazyCompact>>, ) -> Self

Create a new order request with current timestamp

pub fn market_buy( venue: Venue, symbol: impl Into<SmartString<LazyCompact>>, quantity: Decimal, strategy_id: impl Into<SmartString<LazyCompact>>, ) -> Self

Create a market buy order

pub fn market_sell( venue: Venue, symbol: impl Into<SmartString<LazyCompact>>, quantity: Decimal, strategy_id: impl Into<SmartString<LazyCompact>>, ) -> Self

Create a market sell order

pub fn limit_buy( venue: Venue, symbol: impl Into<SmartString<LazyCompact>>, quantity: Decimal, price: Decimal, strategy_id: impl Into<SmartString<LazyCompact>>, ) -> Self

Create a limit buy order

pub fn limit_sell( venue: Venue, symbol: impl Into<SmartString<LazyCompact>>, quantity: Decimal, price: Decimal, strategy_id: impl Into<SmartString<LazyCompact>>, ) -> Self

Create a limit sell order

Trait Implementations§

impl Clone for OrderRequest

fn clone(&self) -> OrderRequest

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 OrderRequest

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for OrderRequest

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 OrderRequest

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 OrderRequest

impl RefUnwindSafe for OrderRequest

impl Send for OrderRequest

impl Sync for OrderRequest

impl Unpin for OrderRequest

impl UnwindSafe for OrderRequest

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

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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>,

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where T: 'static,