nautilus_model::data::order

Struct BookOrder

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

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§

Source§

impl BookOrder

Source

pub fn new(side: OrderSide, price: Price, size: Quantity, order_id: u64) -> Self

Creates a new BookOrder instance.

Source

pub fn to_book_price(&self) -> BookPrice

Returns a BookPrice from this order.

Source

pub fn exposure(&self) -> f64

Returns the order exposure as an f64.

Source

pub fn signed_size(&self) -> f64

Returns the signed order exposure as an f64.

Source§

impl BookOrder

Source

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

Return a dictionary representation of the object.

Source

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

Returns a new object from the given dictionary representation.

Trait Implementations§

Source§

impl Clone for BookOrder

Source§

fn clone(&self) -> BookOrder

Returns a copy of the value. Read more
1.0.0 · Source§

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

Performs copy-assignment from source. Read more
Source§

impl Debug for BookOrder

Source§

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

Formats the value using the given formatter. Read more
Source§

impl Default for BookOrder

Source§

fn default() -> Self

Creates a NULL BookOrder instance.

Source§

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

Source§

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

Deserialize this value from the given Serde deserializer. Read more
Source§

impl Display for BookOrder

Source§

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

Formats the value using the given formatter. Read more
Source§

impl Hash for BookOrder

Source§

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

Feeds this value into the given Hasher. Read more
1.3.0 · Source§

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

Feeds a slice of this type into the given Hasher. Read more
Source§

impl IntoPy<Py<PyAny>> for BookOrder

Source§

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

Performs the conversion.
Source§

impl PartialEq for BookOrder

Source§

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

Tests for self and other values to be equal, and is used by ==.
1.0.0 · Source§

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

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

impl PyClass for BookOrder

Source§

type Frozen = False

Whether the pyclass is frozen. Read more
Source§

impl PyClassImpl for BookOrder

Source§

const IS_BASETYPE: bool = false

#[pyclass(subclass)]
Source§

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]
Source§

const IS_MAPPING: bool = false

#[pyclass(mapping)]
Source§

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]
Source§

type BaseType = PyAny

Base class
Source§

type ThreadChecker = SendablePyClass<BookOrder>

This handles following two situations: Read more
Source§

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

Immutable or mutable
Source§

type Dict = PyClassDummySlot

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

type WeakRef = PyClassDummySlot

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

type BaseNativeType = PyAny

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

fn items_iter() -> PyClassItemsIter

Source§

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

Rendered class doc
Source§

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

§

fn dict_offset() -> Option<isize>

§

fn weaklist_offset() -> Option<isize>

Source§

impl PyClassNewTextSignature<BookOrder> for PyClassImplCollector<BookOrder>

Source§

fn new_text_signature(self) -> Option<&'static str>

Source§

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

Source§

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

Source§

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

Source§

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

Source§

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

Source§

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

Source§

impl PyMethods<BookOrder> for PyClassImplCollector<BookOrder>

Source§

fn py_methods(self) -> &'static PyClassItems

Source§

impl PyTypeInfo for BookOrder

Source§

const NAME: &'static str = "BookOrder"

Class name.
Source§

const MODULE: Option<&'static str> = _

Module name, if any.
Source§

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

Returns the PyTypeObject instance for this type.
§

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

Returns the safe abstraction over the type object.
§

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

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

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

Checks if object is an instance of this type.
Source§

impl Serializable for BookOrder

Source§

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

Deserialize an object from JSON encoded bytes.
Source§

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

Deserialize an object from MsgPack encoded bytes.
Source§

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

Serialize an object to JSON encoded bytes.
Source§

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

Serialize an object to MsgPack encoded bytes.
Source§

impl Serialize for BookOrder

Source§

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

Serialize this value into the given Serde serializer. Read more
Source§

impl Copy for BookOrder

Source§

impl DerefToPyAny for BookOrder

Source§

impl Eq for BookOrder

Auto Trait Implementations§

Blanket Implementations§

Source§

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

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

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

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

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

Source§

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

Mutably borrows from an owned value. Read more
Source§

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

Source§

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
§

impl<Q, K> Equivalent<K> for Q
where Q: Eq + ?Sized, K: Borrow<Q> + ?Sized,

§

fn equivalent(&self, key: &K) -> bool

Checks if this value is equivalent to the given key. Read more
§

impl<Q, K> Equivalent<K> for Q
where Q: Eq + ?Sized, K: Borrow<Q> + ?Sized,

§

fn equivalent(&self, key: &K) -> bool

Compare self to key and return true if they are equal.
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

§

impl<T> FromPyObject<'_> for T
where T: PyClass + Clone,

§

fn extract_bound(obj: &Bound<'_, PyAny>) -> Result<T, PyErr>

Extracts Self from the bound smart pointer obj. Read more
§

impl<'py, T> FromPyObjectBound<'_, 'py> for T
where T: FromPyObject<'py>,

§

fn from_py_object_bound(ob: Borrowed<'_, 'py, PyAny>) -> Result<T, PyErr>

Extracts Self from the bound smart pointer obj. Read more
Source§

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

Source§

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> PyErrArguments for T
where T: IntoPy<Py<PyAny>> + Send + Sync,

§

fn arguments(self, py: Python<'_>) -> Py<PyAny>

Arguments for exception
§

impl<T> PyTypeCheck for T
where T: PyTypeInfo,

§

const NAME: &'static str = <T as PyTypeInfo>::NAME

Name of self. This is used in error messages, for example.
§

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

Checks if object is an instance of Self, which may include a subtype. Read more
Source§

impl<T> Separable for T
where T: Display,

Source§

fn separate_by_policy(&self, policy: SeparatorPolicy<'_>) -> String

Adds separators according to the given SeparatorPolicy. Read more
Source§

fn separate_with_commas(&self) -> String

Inserts a comma every three digits from the right. Read more
Source§

fn separate_with_spaces(&self) -> String

Inserts a space every three digits from the right. Read more
Source§

fn separate_with_dots(&self) -> String

Inserts a period every three digits from the right. Read more
Source§

fn separate_with_underscores(&self) -> String

Inserts an underscore every three digits from the right. Read more
Source§

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

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

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

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

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

impl<T> ToString for T
where T: Display + ?Sized,

Source§

default fn to_string(&self) -> String

Converts the given value to a String. Read more
Source§

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

Source§

type Error = Infallible

The type returned in the event of a conversion error.
Source§

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

Performs the conversion.
Source§

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

Source§

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

The type returned in the event of a conversion error.
Source§

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

Performs the conversion.
Source§

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

§

impl<T> Ungil for T
where T: Send,