AxOrdersWsMessage

nautilus_architect_ax::websocket::messages

Enum AxOrdersWsMessage 

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pub enum AxOrdersWsMessage {

Show 19 variants    OrderStatusReports(Vec<OrderStatusReport>),
    FillReports(Vec<FillReport>),
    OrderRejected(OrderRejected),
    OrderCancelRejected(OrderCancelRejected),
    OrderAcknowledged(AxWsOrderAcknowledged),
    OrderPartiallyFilled(AxWsOrderPartiallyFilled),
    OrderFilled(AxWsOrderFilled),
    OrderCanceled(AxWsOrderCanceled),
    OrderRejectedRaw(AxWsOrderRejected),
    OrderExpired(AxWsOrderExpired),
    OrderReplaced(AxWsOrderReplaced),
    OrderDoneForDay(AxWsOrderDoneForDay),
    CancelRejected(AxWsCancelRejected),
    PlaceOrderResponse(AxWsPlaceOrderResponse),
    CancelOrderResponse(AxWsCancelOrderResponse),
    OpenOrdersResponse(AxWsOpenOrdersResponse),
    Error(AxWsError),
    Reconnected,
    Authenticated,

}
Expand description

Nautilus domain message for Ax orders WebSocket.

This enum contains parsed messages from the WebSocket stream. Raw variants contain Ax-specific types for further processing. Nautilus variants contain fully-parsed domain objects.

Variants§

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OrderStatusReports(Vec<OrderStatusReport>)

Order status reports from order updates.

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FillReports(Vec<FillReport>)

Fill reports from executions.

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OrderRejected(OrderRejected)

Order rejected event (from failed order submission).

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OrderCancelRejected(OrderCancelRejected)

Order cancel rejected event (from failed cancel operation).

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OrderAcknowledged(AxWsOrderAcknowledged)

Order acknowledged by exchange.

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OrderPartiallyFilled(AxWsOrderPartiallyFilled)

Order partially filled.

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OrderFilled(AxWsOrderFilled)

Order fully filled.

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OrderCanceled(AxWsOrderCanceled)

Order canceled.

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OrderRejectedRaw(AxWsOrderRejected)

Order rejected by exchange.

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OrderExpired(AxWsOrderExpired)

Order expired.

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OrderReplaced(AxWsOrderReplaced)

Order replaced/amended.

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OrderDoneForDay(AxWsOrderDoneForDay)

Order done for day.

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CancelRejected(AxWsCancelRejected)

Cancel request rejected.

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PlaceOrderResponse(AxWsPlaceOrderResponse)

Place order response.

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CancelOrderResponse(AxWsCancelOrderResponse)

Cancel order response.

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OpenOrdersResponse(AxWsOpenOrdersResponse)

Open orders response.

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Error(AxWsError)

Error from venue or client.

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Reconnected

WebSocket reconnected notification.

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Authenticated

Authentication successful notification.

Trait Implementations§

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impl Clone for AxOrdersWsMessage

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fn clone(&self) -> AxOrdersWsMessage

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

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

Performs copy-assignment from source. Read more
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impl Debug for AxOrdersWsMessage

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

Formats the value using the given formatter. Read more

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