Struct OrderSnapshot

pub struct OrderSnapshot {

    pub trader_id: TraderId,
    pub strategy_id: StrategyId,
    pub instrument_id: InstrumentId,
    pub client_order_id: ClientOrderId,
    pub venue_order_id: VenueOrderId,
    pub position_id: Option<PositionId>,
    pub account_id: AccountId,
    pub last_trade_id: Option<TradeId>,
    pub order_type: OrderType,
    pub order_side: OrderSide,
    pub quantity: Quantity,
    pub price: Option<Price>,
    pub trigger_price: Option<Price>,
    pub trigger_type: TriggerType,
    pub limit_offset: Option<Decimal>,
    pub trailing_offset: Option<Decimal>,
    pub trailing_offset_type: Option<TriggerType>,
    pub time_in_force: TimeInForce,
    pub expire_time_ns: Option<u64>,
    pub filled_qty: Quantity,
    pub liquidity_side: LiquiditySide,
    pub avg_px: Option<f64>,
    pub slippage: Option<f64>,
    pub commissions: Vec<Money>,
    pub status: OrderStatus,
    pub is_post_only: bool,
    pub is_reduce_only: bool,
    pub is_quote_quantity: bool,
    pub display_qty: Option<Quantity>,
    pub emulation_trigger: TriggerType,
    pub trigger_instrument_id: Option<InstrumentId>,
    pub contingency_type: ContingencyType,
    pub order_list_id: Option<OrderListId>,
    pub linked_order_ids: Option<Vec<ClientOrderId>>,
    pub parent_order_id: Option<ClientOrderId>,
    pub exec_algorithm_id: Option<ExecAlgorithmId>,
    pub exec_algorithm_params: Option<IndexMap<String, String>>,
    pub exec_spawn_id: Option<ClientOrderId>,
    pub tags: Option<Vec<Ustr>>,
    pub init_id: UUID4,
    pub ts_init: UnixNanos,
    pub ts_last: UnixNanos,
}

Represents an order state snapshot as a certain instant.

Fields

trader_id: TraderId

strategy_id: StrategyId

instrument_id: InstrumentId

client_order_id: ClientOrderId

venue_order_id: VenueOrderId

position_id: Option<PositionId>

account_id: AccountId

last_trade_id: Option<TradeId>

order_type: OrderType

order_side: OrderSide

quantity: Quantity

price: Option<Price>

trigger_price: Option<Price>

trigger_type: TriggerType

limit_offset: Option<Decimal>

trailing_offset: Option<Decimal>

trailing_offset_type: Option<TriggerType>

time_in_force: TimeInForce

expire_time_ns: Option<u64>

filled_qty: Quantity

liquidity_side: LiquiditySide

avg_px: Option<f64>

slippage: Option<f64>

commissions: Vec<Money>

status: OrderStatus

is_post_only: bool

is_reduce_only: bool

is_quote_quantity: bool

display_qty: Option<Quantity>

emulation_trigger: TriggerType

trigger_instrument_id: Option<InstrumentId>

contingency_type: ContingencyType

order_list_id: Option<OrderListId>

linked_order_ids: Option<Vec<ClientOrderId>>

parent_order_id: Option<ClientOrderId>

exec_algorithm_id: Option<ExecAlgorithmId>

exec_algorithm_params: Option<IndexMap<String, String>>

exec_spawn_id: Option<ClientOrderId>

tags: Option<Vec<Ustr>>

init_id: UUID4

ts_init: UnixNanos

ts_last: UnixNanos

Trait Implementations

impl Clone for OrderSnapshot

fn clone(&self) -> OrderSnapshot

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for OrderSnapshot

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderSnapshot

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl IntoPy<Py<PyAny>> for OrderSnapshot

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

Performs the conversion.

impl PartialEq for OrderSnapshot

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

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for OrderSnapshot

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)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<OrderSnapshot>

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

Rendered class doc

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

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

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

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

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

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

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

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

impl PyTypeInfo for OrderSnapshot

const NAME: &'static str = "OrderSnapshot"

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_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.

impl Serialize for OrderSnapshot

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl DerefToPyAny for OrderSnapshot

impl StructuralPartialEq for OrderSnapshot