nautilus_model::orders::base

Struct OrderCore

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pub struct OrderCore {
Show 37 fields pub events: Vec<OrderEventAny>, pub commissions: HashMap<Currency, Money>, pub venue_order_ids: Vec<VenueOrderId>, pub trade_ids: Vec<TradeId>, pub previous_status: Option<OrderStatus>, pub status: OrderStatus, pub trader_id: TraderId, pub strategy_id: StrategyId, pub instrument_id: InstrumentId, pub client_order_id: ClientOrderId, pub venue_order_id: Option<VenueOrderId>, pub position_id: Option<PositionId>, pub account_id: Option<AccountId>, pub last_trade_id: Option<TradeId>, pub side: OrderSide, pub order_type: OrderType, pub quantity: Quantity, pub time_in_force: TimeInForce, pub liquidity_side: Option<LiquiditySide>, pub is_reduce_only: bool, pub is_quote_quantity: bool, pub emulation_trigger: Option<TriggerType>, pub contingency_type: Option<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<HashMap<Ustr, Ustr>>, pub exec_spawn_id: Option<ClientOrderId>, pub tags: Option<Vec<Ustr>>, pub filled_qty: Quantity, pub leaves_qty: Quantity, pub avg_px: Option<f64>, pub slippage: Option<f64>, pub init_id: UUID4, pub ts_init: UnixNanos, pub ts_last: UnixNanos,
}

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§events: Vec<OrderEventAny>§commissions: HashMap<Currency, Money>§venue_order_ids: Vec<VenueOrderId>§trade_ids: Vec<TradeId>§previous_status: Option<OrderStatus>§status: OrderStatus§trader_id: TraderId§strategy_id: StrategyId§instrument_id: InstrumentId§client_order_id: ClientOrderId§venue_order_id: Option<VenueOrderId>§position_id: Option<PositionId>§account_id: Option<AccountId>§last_trade_id: Option<TradeId>§side: OrderSide§order_type: OrderType§quantity: Quantity§time_in_force: TimeInForce§liquidity_side: Option<LiquiditySide>§is_reduce_only: bool§is_quote_quantity: bool§emulation_trigger: Option<TriggerType>§contingency_type: Option<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<HashMap<Ustr, Ustr>>§exec_spawn_id: Option<ClientOrderId>§tags: Option<Vec<Ustr>>§filled_qty: Quantity§leaves_qty: Quantity§avg_px: Option<f64>§slippage: Option<f64>§init_id: UUID4§ts_init: UnixNanos§ts_last: UnixNanos

Implementations§

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impl OrderCore

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pub fn new(init: OrderInitialized) -> Self

Creates a new OrderCore instance.

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pub fn apply(&mut self, event: OrderEventAny) -> Result<(), OrderError>

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pub fn set_slippage(&mut self, price: Price)

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pub fn opposite_side(side: OrderSide) -> OrderSide

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pub fn closing_side(side: PositionSide) -> OrderSide

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pub fn signed_decimal_qty(&self) -> Decimal

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pub fn would_reduce_only( &self, side: PositionSide, position_qty: Quantity, ) -> bool

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pub fn commission(&self, currency: &Currency) -> Option<Money>

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pub fn commissions(&self) -> HashMap<Currency, Money>

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pub fn init_event(&self) -> Option<OrderEventAny>

Trait Implementations§

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impl Clone for OrderCore

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fn clone(&self) -> OrderCore

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 OrderCore

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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 OrderCore

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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 Serialize for OrderCore

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

🔬This is a nightly-only experimental API. (clone_to_uninit)
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