Struct LimitIfTouchedOrder

pub struct LimitIfTouchedOrder {
    pub price: Price,
    pub trigger_price: Price,
    pub trigger_type: TriggerType,
    pub expire_time: Option<UnixNanos>,
    pub is_post_only: bool,
    pub display_qty: Option<Quantity>,
    pub trigger_instrument_id: Option<InstrumentId>,
    pub is_triggered: bool,
    pub ts_triggered: Option<UnixNanos>,
    /* private fields */
}

Fields

price: Price

trigger_price: Price

trigger_type: TriggerType

expire_time: Option<UnixNanos>

is_post_only: bool

display_qty: Option<Quantity>

trigger_instrument_id: Option<InstrumentId>

is_triggered: bool

ts_triggered: Option<UnixNanos>

Implementations

impl LimitIfTouchedOrder

pub fn new_checked( trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, order_side: OrderSide, quantity: Quantity, price: Price, trigger_price: Price, trigger_type: TriggerType, 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<IndexMap<Ustr, Ustr>>, exec_spawn_id: Option<ClientOrderId>, tags: Option<Vec<Ustr>>, init_id: UUID4, ts_init: UnixNanos, ) -> Result<Self>

Creates a new LimitIfTouchedOrder instance.

Errors

Returns an error if:

• The quantity is not positive.
• The display_qty (when provided) exceeds quantity.
• The time_in_force is GTD and the expire_time is None or zero.

pub fn new( trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, order_side: OrderSide, quantity: Quantity, price: Price, trigger_price: Price, trigger_type: TriggerType, 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<IndexMap<Ustr, Ustr>>, exec_spawn_id: Option<ClientOrderId>, tags: Option<Vec<Ustr>>, init_id: UUID4, ts_init: UnixNanos, ) -> Self

Creates a new LimitIfTouchedOrder instance.

Panics

Panics if any order validation fails (see LimitIfTouchedOrder::new_checked).

Methods from Deref<Target = OrderCore>

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

Applies the event to the order.

Errors

Returns an error if the event is invalid for the current order status.

Panics

Panics if event.client_order_id() or event.strategy_id() does not match the order.

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

pub fn signed_decimal_qty(&self) -> Decimal

Panics

Panics if the order side is neither Buy nor Sell.

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

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

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

pub fn commissions_vec(&self) -> Vec<Money>

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

Trait Implementations

impl Clone for LimitIfTouchedOrder

fn clone(&self) -> LimitIfTouchedOrder

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LimitIfTouchedOrder

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

Formats the value using the given formatter.

impl Default for LimitIfTouchedOrder

fn default() -> Self

Creates a new default LimitIfTouchedOrder instance for testing.

impl Deref for LimitIfTouchedOrder

type Target = OrderCore

The resulting type after dereferencing.

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

Dereferences the value.

impl DerefMut for LimitIfTouchedOrder

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

Mutably dereferences the value.

impl<'de> Deserialize<'de> for LimitIfTouchedOrder

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for LimitIfTouchedOrder

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

Formats the value using the given formatter.

impl From<LimitIfTouchedOrder> for OrderAny

fn from(v: LimitIfTouchedOrder) -> OrderAny

Converts to this type from the input type.

impl From<LimitIfTouchedOrder> for StopOrderAny

fn from(v: LimitIfTouchedOrder) -> StopOrderAny

Converts to this type from the input type.

impl From<OrderInitialized> for LimitIfTouchedOrder

fn from(event: OrderInitialized) -> Self

Converts to this type from the input type.

impl IntoPy<Py<PyAny>> for LimitIfTouchedOrder

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

👎Deprecated since 0.23.0: IntoPy is going to be replaced by IntoPyObject. See the migration guide (https://pyo3.rs/v0.23.0/migration) for more information.

Performs the conversion.

impl<'py> IntoPyObject<'py> for LimitIfTouchedOrder

type Target = LimitIfTouchedOrder

The Python output type

type Output = Bound<'py, <LimitIfTouchedOrder 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 Order for LimitIfTouchedOrder

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 order_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 has_price(&self) -> bool

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

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

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

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<&IndexMap<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_submitted(&self) -> Option<UnixNanos>

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

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

fn ts_last(&self) -> UnixNanos

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

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>

Applies the event to the order.

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

fn is_triggered(&self) -> Option<bool>

fn set_position_id(&mut self, position_id: Option<PositionId>)

fn set_quantity(&mut self, quantity: Quantity)

fn set_leaves_qty(&mut self, leaves_qty: Quantity)

fn set_emulation_trigger(&mut self, emulation_trigger: Option<TriggerType>)

fn set_is_quote_quantity(&mut self, is_quote_quantity: bool)

fn set_liquidity_side(&mut self, liquidity_side: LiquiditySide)

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

fn previous_status(&self) -> Option<OrderStatus>

fn order_side_specified(&self) -> OrderSideSpecified

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

fn to_own_book_order(&self) -> OwnBookOrder

impl PyClass for LimitIfTouchedOrder

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for LimitIfTouchedOrder

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<LimitIfTouchedOrder>

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<LimitIfTouchedOrder> for PyClassImplCollector<LimitIfTouchedOrder>

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

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a LimitIfTouchedOrder

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

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

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

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

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

impl PyMethods<LimitIfTouchedOrder> for PyClassImplCollector<LimitIfTouchedOrder>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for LimitIfTouchedOrder

const NAME: &'static str = "LimitIfTouchedOrder"

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

👎Deprecated since 0.23.0: renamed to PyTypeInfo::type_object

Deprecated name for [PyTypeInfo::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_type_of_bound(object: &Bound<'_, PyAny>) -> bool

👎Deprecated since 0.23.0: renamed to PyTypeInfo::is_type_of

Deprecated name for [PyTypeInfo::is_type_of].

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

Checks if object is an instance of this type.

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

👎Deprecated since 0.23.0: renamed to PyTypeInfo::is_exact_type_of

Deprecated name for [PyTypeInfo::is_exact_type_of].

impl Serialize for LimitIfTouchedOrder

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl TryInto<LimitIfTouchedOrder> for OrderAny

type Error = &'static str

The type returned in the event of a conversion error.

fn try_into( self, ) -> Result<LimitIfTouchedOrder, <Self as TryInto<LimitIfTouchedOrder>>::Error>

Performs the conversion.

impl TryInto<LimitIfTouchedOrder> for StopOrderAny

type Error = &'static str

The type returned in the event of a conversion error.

fn try_into( self, ) -> Result<LimitIfTouchedOrder, <Self as TryInto<LimitIfTouchedOrder>>::Error>

Performs the conversion.

impl DerefToPyAny for LimitIfTouchedOrder