BitmexExecutionMsg

nautilus_bitmex::websocket::messages

Struct BitmexExecutionMsg 

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pub struct BitmexExecutionMsg {
Show 44 fields
    pub exec_id: Uuid,
    pub order_id: Option<Uuid>,
    pub cl_ord_id: Option<Ustr>,
    pub cl_ord_link_id: Option<Ustr>,
    pub account: Option<i64>,
    pub symbol: Option<Ustr>,
    pub side: Option<BitmexSide>,
    pub last_qty: Option<i64>,
    pub last_px: Option<f64>,
    pub underlying_last_px: Option<f64>,
    pub last_mkt: Option<Ustr>,
    pub last_liquidity_ind: Option<BitmexLiquidityIndicator>,
    pub order_qty: Option<i64>,
    pub price: Option<f64>,
    pub display_qty: Option<i64>,
    pub stop_px: Option<f64>,
    pub peg_offset_value: Option<f64>,
    pub peg_price_type: Option<BitmexPegPriceType>,
    pub currency: Option<Ustr>,
    pub settl_currency: Option<Ustr>,
    pub exec_type: Option<BitmexExecType>,
    pub ord_type: Option<BitmexOrderType>,
    pub time_in_force: Option<BitmexTimeInForce>,
    pub exec_inst: Option<BitmexExecInstruction>,
    pub contingency_type: Option<BitmexContingencyType>,
    pub ex_destination: Option<Ustr>,
    pub ord_status: Option<BitmexOrderStatus>,
    pub triggered: Option<Ustr>,
    pub working_indicator: Option<bool>,
    pub ord_rej_reason: Option<Ustr>,
    pub leaves_qty: Option<i64>,
    pub cum_qty: Option<i64>,
    pub avg_px: Option<f64>,
    pub commission: Option<f64>,
    pub trade_publish_indicator: Option<Ustr>,
    pub multi_leg_reporting_type: Option<Ustr>,
    pub text: Option<Ustr>,
    pub trd_match_id: Option<Uuid>,
    pub exec_cost: Option<i64>,
    pub exec_comm: Option<i64>,
    pub home_notional: Option<f64>,
    pub foreign_notional: Option<f64>,
    pub transact_time: Option<DateTime<Utc>>,
    pub timestamp: Option<DateTime<Utc>>,

}
Expand description

Raw Order and Balance Data.

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§exec_id: Uuid§order_id: Option<Uuid>§cl_ord_id: Option<Ustr>§cl_ord_link_id: Option<Ustr>§account: Option<i64>§symbol: Option<Ustr>§side: Option<BitmexSide>§last_qty: Option<i64>§last_px: Option<f64>§underlying_last_px: Option<f64>§last_mkt: Option<Ustr>§last_liquidity_ind: Option<BitmexLiquidityIndicator>§order_qty: Option<i64>§price: Option<f64>§display_qty: Option<i64>§stop_px: Option<f64>§peg_offset_value: Option<f64>§peg_price_type: Option<BitmexPegPriceType>§currency: Option<Ustr>§settl_currency: Option<Ustr>§exec_type: Option<BitmexExecType>§ord_type: Option<BitmexOrderType>§time_in_force: Option<BitmexTimeInForce>§exec_inst: Option<BitmexExecInstruction>§contingency_type: Option<BitmexContingencyType>§ex_destination: Option<Ustr>§ord_status: Option<BitmexOrderStatus>§triggered: Option<Ustr>§working_indicator: Option<bool>§ord_rej_reason: Option<Ustr>§leaves_qty: Option<i64>§cum_qty: Option<i64>§avg_px: Option<f64>§commission: Option<f64>§trade_publish_indicator: Option<Ustr>§multi_leg_reporting_type: Option<Ustr>§text: Option<Ustr>§trd_match_id: Option<Uuid>§exec_cost: Option<i64>§exec_comm: Option<i64>§home_notional: Option<f64>§foreign_notional: Option<f64>§transact_time: Option<DateTime<Utc>>§timestamp: Option<DateTime<Utc>>

Trait Implementations§

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impl Clone for BitmexExecutionMsg

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fn clone(&self) -> BitmexExecutionMsg

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 BitmexExecutionMsg

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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 BitmexExecutionMsg

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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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