nautilus_execution::reports::fill

Struct FillReport

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pub struct FillReport {
Show 14 fields pub account_id: AccountId, pub instrument_id: InstrumentId, pub venue_order_id: VenueOrderId, pub trade_id: TradeId, pub order_side: OrderSide, pub last_qty: Quantity, pub last_px: Price, pub commission: Money, pub liquidity_side: LiquiditySide, pub report_id: UUID4, pub ts_event: UnixNanos, pub ts_init: UnixNanos, pub client_order_id: Option<ClientOrderId>, pub venue_position_id: Option<OrderListId>,
}

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§account_id: AccountId§instrument_id: InstrumentId§venue_order_id: VenueOrderId§trade_id: TradeId§order_side: OrderSide§last_qty: Quantity§last_px: Price§commission: Money§liquidity_side: LiquiditySide§report_id: UUID4§ts_event: UnixNanos§ts_init: UnixNanos§client_order_id: Option<ClientOrderId>§venue_position_id: Option<OrderListId>

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impl FillReport

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pub fn new( account_id: AccountId, instrument_id: InstrumentId, venue_order_id: VenueOrderId, trade_id: TradeId, order_side: OrderSide, last_qty: Quantity, last_px: Price, commission: Money, liquidity_side: LiquiditySide, client_order_id: Option<ClientOrderId>, venue_position_id: Option<OrderListId>, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Self

Creates a new FillReport instance with required fields.

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pub const fn has_client_order_id(&self) -> bool

Checks if the fill has a client order ID.

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pub const fn has_venue_position_id(&self) -> bool

Utility method to check if the fill has a venue position ID.

Trait Implementations§

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impl Clone for FillReport

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fn clone(&self) -> FillReport

Returns a copy of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for FillReport

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for FillReport

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

Deserialize this value from the given Serde deserializer. Read more
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impl IntoPy<Py<PyAny>> for FillReport

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fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.
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impl PartialEq for FillReport

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fn eq(&self, other: &FillReport) -> bool

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl PyClass for FillReport

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type Frozen = False

Whether the pyclass is frozen. Read more
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impl PyClassImpl for FillReport

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const IS_BASETYPE: bool = false

#[pyclass(subclass)]
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const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]
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const IS_MAPPING: bool = false

#[pyclass(mapping)]
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const IS_SEQUENCE: bool = false

#[pyclass(sequence)]
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type BaseType = PyAny

Base class
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type ThreadChecker = SendablePyClass<FillReport>

This handles following two situations: Read more
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type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable
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type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.
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type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.
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type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.
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fn items_iter() -> PyClassItemsIter

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fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc
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fn lazy_type_object() -> &'static LazyTypeObject<Self>

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fn dict_offset() -> Option<isize>

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fn weaklist_offset() -> Option<isize>

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impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a FillReport

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type Holder = Option<PyRef<'py, FillReport>>

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fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

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impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut FillReport

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type Holder = Option<PyRefMut<'py, FillReport>>

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fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

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impl PyTypeInfo for FillReport

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const NAME: &'static str = "FillReport"

Class name.
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const MODULE: Option<&'static str>

Module name, if any.
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fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.
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fn type_object_bound(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.
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fn is_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.
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fn is_exact_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.
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impl Serialize for FillReport

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

Serialize this value into the given Serde serializer. Read more
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impl DerefToPyAny for FillReport

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impl Eq for FillReport

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impl StructuralPartialEq for FillReport

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where T: 'static + ?Sized,

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where T: ?Sized,

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

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dst. Read more
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