Struct LimitOrder

pub struct LimitOrder {
    pub price: Price,
    pub expire_time: Option<UnixNanos>,
    pub is_post_only: bool,
    pub display_qty: Option<Quantity>,
    pub trigger_instrument_id: Option<InstrumentId>,
    /* private fields */
}

Fields

price: Price

expire_time: Option<UnixNanos>

is_post_only: bool

display_qty: Option<Quantity>

trigger_instrument_id: Option<InstrumentId>

Implementations

impl LimitOrder

pub fn new( trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, order_side: OrderSide, quantity: Quantity, price: Price, time_in_force: TimeInForce, expire_time: Option<UnixNanos>, post_only: bool, reduce_only: bool, quote_quantity: bool, display_qty: Option<Quantity>, emulation_trigger: Option<TriggerType>, trigger_instrument_id: Option<InstrumentId>, 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>>, init_id: UUID4, ts_init: UnixNanos, ) -> Result<Self>

Creates a new LimitOrder instance.

Methods from Deref<Target = OrderCore>

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

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

pub fn signed_decimal_qty(&self) -> Decimal

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

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

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

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

Trait Implementations

impl Clone for LimitOrder

fn clone(&self) -> LimitOrder

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for LimitOrder

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

Formats the value using the given formatter.

impl Default for LimitOrder

fn default() -> Self

Creates a new default LimitOrder instance for testing.

impl Deref for LimitOrder

type Target = OrderCore

The resulting type after dereferencing.

fn deref(&self) -> &Self::Target

Dereferences the value.

impl DerefMut for LimitOrder

fn deref_mut(&mut self) -> &mut Self::Target

Mutably dereferences the value.

impl<'de> Deserialize<'de> for LimitOrder

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for LimitOrder

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

Formats the value using the given formatter.

impl From<OrderAny> for LimitOrder

fn from(order: OrderAny) -> LimitOrder

Converts to this type from the input type.

impl From<OrderInitialized> for LimitOrder

fn from(event: OrderInitialized) -> Self

Converts to this type from the input type.

impl IntoPy<Py<PyAny>> for LimitOrder

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

Performs the conversion.

impl Order for LimitOrder

fn into_any(self) -> OrderAny

fn status(&self) -> OrderStatus

fn trader_id(&self) -> TraderId

fn strategy_id(&self) -> StrategyId

fn instrument_id(&self) -> InstrumentId

fn symbol(&self) -> Symbol

fn venue(&self) -> Venue

fn client_order_id(&self) -> ClientOrderId

fn venue_order_id(&self) -> Option<VenueOrderId>

fn position_id(&self) -> Option<PositionId>

fn account_id(&self) -> Option<AccountId>

fn last_trade_id(&self) -> Option<TradeId>

fn side(&self) -> OrderSide

fn order_type(&self) -> OrderType

fn quantity(&self) -> Quantity

fn time_in_force(&self) -> TimeInForce

fn expire_time(&self) -> Option<UnixNanos>

fn price(&self) -> Option<Price>

fn trigger_price(&self) -> Option<Price>

fn trigger_type(&self) -> Option<TriggerType>

fn liquidity_side(&self) -> Option<LiquiditySide>

fn is_post_only(&self) -> bool

fn is_reduce_only(&self) -> bool

fn is_quote_quantity(&self) -> bool

fn display_qty(&self) -> Option<Quantity>

fn limit_offset(&self) -> Option<Price>

fn trailing_offset(&self) -> Option<Price>

fn trailing_offset_type(&self) -> Option<TrailingOffsetType>

fn emulation_trigger(&self) -> Option<TriggerType>

fn trigger_instrument_id(&self) -> Option<InstrumentId>

fn contingency_type(&self) -> Option<ContingencyType>

fn order_list_id(&self) -> Option<OrderListId>

fn linked_order_ids(&self) -> Option<&[ClientOrderId]>

fn parent_order_id(&self) -> Option<ClientOrderId>

fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId>

fn exec_algorithm_params(&self) -> Option<&HashMap<Ustr, Ustr>>

fn exec_spawn_id(&self) -> Option<ClientOrderId>

fn tags(&self) -> Option<&[Ustr]>

fn filled_qty(&self) -> Quantity

fn leaves_qty(&self) -> Quantity

fn avg_px(&self) -> Option<f64>

fn slippage(&self) -> Option<f64>

fn init_id(&self) -> UUID4

fn ts_init(&self) -> UnixNanos

fn ts_last(&self) -> UnixNanos

fn events(&self) -> Vec<&OrderEventAny>

fn venue_order_ids(&self) -> Vec<&VenueOrderId>

fn trade_ids(&self) -> Vec<&TradeId>

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

fn update(&mut self, event: &OrderUpdated)

fn last_event(&self) -> &OrderEventAny

fn event_count(&self) -> usize

fn is_buy(&self) -> bool

fn is_sell(&self) -> bool

fn is_passive(&self) -> bool

fn is_aggressive(&self) -> bool

fn is_emulated(&self) -> bool

fn is_active_local(&self) -> bool

fn is_primary(&self) -> bool

fn is_secondary(&self) -> bool

fn is_contingency(&self) -> bool

fn is_parent_order(&self) -> bool

fn is_child_order(&self) -> bool

fn is_open(&self) -> bool

fn is_canceled(&self) -> bool

fn is_closed(&self) -> bool

fn is_inflight(&self) -> bool

fn is_pending_update(&self) -> bool

fn is_pending_cancel(&self) -> bool

fn is_spawned(&self) -> bool

impl PartialEq for LimitOrder

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 LimitOrder

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for LimitOrder

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<LimitOrder>

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 PyClassNewTextSignature<LimitOrder> for PyClassImplCollector<LimitOrder>

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

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

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

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

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

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

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

impl PyMethods<LimitOrder> for PyClassImplCollector<LimitOrder>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for LimitOrder

const NAME: &'static str = "LimitOrder"

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 LimitOrder

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 LimitOrder