Struct BookOrder 

#[repr(C)]
pub struct BookOrder {
    pub side: OrderSide,
    pub price: Price,
    pub size: Quantity,
    pub order_id: OrderId,
}

Represents an order in a book.

Fields

side: OrderSide

The order side.

price: Price

The order price.

size: Quantity

The order size.

order_id: OrderId

The order ID.

Implementations

impl BookOrder

pub fn new( side: OrderSide, price: Price, size: Quantity, order_id: OrderId, ) -> Self

Creates a new BookOrder instance.

pub fn to_book_price(&self) -> BookPrice

Returns a BookPrice from this order.

pub fn exposure(&self) -> f64

Returns the order exposure as an f64.

pub fn signed_size(&self) -> f64

Returns the signed order size as f64, positive for buys, negative for sells.

Panics

Panics if self.side is NoOrderSide.

impl BookOrder

pub fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self>

Constructs a BookOrder from its dictionary representation.

Errors

Returns a PyErr if deserialization from the Python dict fails.

pub fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyDict>>

Converts the BookOrder into a Python dict representation.

Errors

Returns a PyErr if serialization into a Python dict fails.

Trait Implementations

impl Clone for BookOrder

fn clone(&self) -> BookOrder

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BookOrder

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

Formats the value using the given formatter.

impl Default for BookOrder

fn default() -> Self

Creates a NULL BookOrder instance.

impl<'de> Deserialize<'de> for BookOrder

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for BookOrder

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

Formats the value using the given formatter.

impl Hash for BookOrder

fn hash<H: Hasher>(&self, state: &mut H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl<'py> IntoPyObject<'py> for BookOrder

type Target = BookOrder

The Python output type

type Output = Bound<'py, <BookOrder as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PartialEq for BookOrder

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

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

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

impl PyClass for BookOrder

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for BookOrder

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Represents an order in a book.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<BookOrder>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

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

fn items_iter() -> PyClassItemsIter

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

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature for BookOrder

const TEXT_SIGNATURE: &'static str = "(side, price, size, order_id)"

impl<'a, 'holder, 'py> PyFunctionArgument<'a, 'holder, 'py, false> for &'holder BookOrder

type Holder = Option<PyClassGuard<'a, BookOrder>>

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

impl<'a, 'holder, 'py> PyFunctionArgument<'a, 'holder, 'py, false> for &'holder mut BookOrder

type Holder = Option<PyClassGuardMut<'a, BookOrder>>

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

impl PyMethods<BookOrder> for PyClassImplCollector<BookOrder>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for BookOrder

const NAME: &'static str = "BookOrder"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Serializable for BookOrder

fn from_json_bytes(data: &[u8]) -> Result<Self, Error>

Deserialize an object from JSON encoded bytes.

fn from_msgpack_bytes(data: &[u8]) -> Result<Self, Error>

Deserialize an object from MsgPack encoded bytes.

fn to_json_bytes(&self) -> Result<Bytes, Error>

Serialize an object to JSON encoded bytes.

fn to_msgpack_bytes(&self) -> Result<Bytes, Error>

Serialize an object to MsgPack encoded bytes.

impl Serialize for BookOrder

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for BookOrder

impl DerefToPyAny for BookOrder

impl Eq for BookOrder