nautilus_execution::reports::order

Struct OrderStatusReport

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pub struct OrderStatusReport {
Show 29 fields pub account_id: AccountId, pub instrument_id: InstrumentId, pub venue_order_id: VenueOrderId, pub order_side: OrderSide, pub order_type: OrderType, pub time_in_force: TimeInForce, pub order_status: OrderStatus, pub quantity: Quantity, pub filled_qty: Quantity, pub report_id: UUID4, pub ts_accepted: UnixNanos, pub ts_last: UnixNanos, pub ts_init: UnixNanos, pub client_order_id: Option<ClientOrderId>, pub order_list_id: Option<OrderListId>, pub contingency_type: ContingencyType, pub expire_time: Option<UnixNanos>, pub price: Option<Price>, pub trigger_price: Option<Price>, pub trigger_type: Option<TriggerType>, pub limit_offset: Option<Decimal>, pub trailing_offset: Option<Decimal>, pub trailing_offset_type: TrailingOffsetType, pub avg_px: Option<Decimal>, pub display_qty: Option<Quantity>, pub post_only: bool, pub reduce_only: bool, pub cancel_reason: Option<String>, pub ts_triggered: Option<UnixNanos>,
}

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§account_id: AccountId§instrument_id: InstrumentId§venue_order_id: VenueOrderId§order_side: OrderSide§order_type: OrderType§time_in_force: TimeInForce§order_status: OrderStatus§quantity: Quantity§filled_qty: Quantity§report_id: UUID4§ts_accepted: UnixNanos§ts_last: UnixNanos§ts_init: UnixNanos§client_order_id: Option<ClientOrderId>§order_list_id: Option<OrderListId>§contingency_type: ContingencyType§expire_time: Option<UnixNanos>§price: Option<Price>§trigger_price: Option<Price>§trigger_type: Option<TriggerType>§limit_offset: Option<Decimal>§trailing_offset: Option<Decimal>§trailing_offset_type: TrailingOffsetType§avg_px: Option<Decimal>§display_qty: Option<Quantity>§post_only: bool§reduce_only: bool§cancel_reason: Option<String>§ts_triggered: Option<UnixNanos>

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impl OrderStatusReport

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pub fn new( account_id: AccountId, instrument_id: InstrumentId, venue_order_id: VenueOrderId, order_side: OrderSide, order_type: OrderType, time_in_force: TimeInForce, order_status: OrderStatus, quantity: Quantity, filled_qty: Quantity, report_id: UUID4, ts_accepted: UnixNanos, ts_last: UnixNanos, ts_init: UnixNanos, ) -> Self

Creates a new OrderStatusReport instance with required fields.

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pub const fn with_client_order_id(self, client_order_id: ClientOrderId) -> Self

Sets the client order ID.

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pub const fn with_order_list_id(self, order_list_id: OrderListId) -> Self

Sets the order list ID.

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pub const fn with_price(self, price: Price) -> Self

Sets the price.

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pub const fn with_avg_px(self, avg_px: Decimal) -> Self

Sets the average price.

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pub const fn with_trigger_price(self, trigger_price: Price) -> Self

Sets the trigger price.

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pub const fn with_display_qty(self, display_qty: Quantity) -> Self

Sets the display quantity.

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pub const fn with_expire_time(self, expire_time: UnixNanos) -> Self

Sets the expire time.

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pub const fn with_post_only(self, post_only: bool) -> Self

Sets post_only flag.

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pub const fn with_reduce_only(self, reduce_only: bool) -> Self

Sets reduce_only flag.

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pub fn with_cancel_reason(self, cancel_reason: &str) -> Self

Sets cancel reason.

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pub const fn with_ts_triggered(self, ts_triggered: UnixNanos) -> Self

Sets the triggered timestamp.

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pub const fn with_contingency_type( self, contingency_type: ContingencyType, ) -> Self

Sets the contingency type.

Trait Implementations§

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impl Clone for OrderStatusReport

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fn clone(&self) -> OrderStatusReport

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 OrderStatusReport

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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 OrderStatusReport

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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 OrderStatusReport

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

Performs the conversion.
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impl PartialEq for OrderStatusReport

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fn eq(&self, other: &OrderStatusReport) -> 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 OrderStatusReport

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type Frozen = False

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

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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<OrderStatusReport>

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 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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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 OrderStatusReport

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

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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 OrderStatusReport

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

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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 OrderStatusReport

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const NAME: &'static str = "OrderStatusReport"

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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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 OrderStatusReport

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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 OrderStatusReport

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impl Eq for OrderStatusReport

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impl StructuralPartialEq for OrderStatusReport

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