Struct OrderFactory 

pub struct OrderFactory { /* private fields */ }

Implementations

impl OrderFactory

pub fn new( trader_id: TraderId, strategy_id: StrategyId, init_order_id_count: Option<usize>, init_order_list_id_count: Option<usize>, clock: &'static AtomicTime, use_uuids_for_client_order_ids: bool, use_hyphens_in_client_order_ids: bool, ) -> Self

Creates a new OrderFactory instance.

pub const fn set_client_order_id_count(&mut self, count: usize)

Sets the client order ID generator count.

pub const fn set_order_list_id_count(&mut self, count: usize)

Sets the order list ID generator count.

pub fn generate_client_order_id(&mut self) -> ClientOrderId

Generates a new client order ID.

pub fn generate_order_list_id(&mut self) -> OrderListId

Generates a new order list ID.

pub const fn reset_factory(&mut self)

Resets the factory by resetting all ID generators.

pub fn market( &mut self, instrument_id: InstrumentId, order_side: OrderSide, quantity: Quantity, time_in_force: Option<TimeInForce>, reduce_only: Option<bool>, quote_quantity: Option<bool>, exec_algorithm_id: Option<ExecAlgorithmId>, exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>, tags: Option<Vec<Ustr>>, client_order_id: Option<ClientOrderId>, ) -> OrderAny

Creates a new market order.

pub fn limit( &mut self, instrument_id: InstrumentId, order_side: OrderSide, quantity: Quantity, price: Price, time_in_force: Option<TimeInForce>, expire_time: Option<UnixNanos>, post_only: Option<bool>, reduce_only: Option<bool>, quote_quantity: Option<bool>, display_qty: Option<Quantity>, emulation_trigger: Option<TriggerType>, trigger_instrument_id: Option<InstrumentId>, exec_algorithm_id: Option<ExecAlgorithmId>, exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>, tags: Option<Vec<Ustr>>, client_order_id: Option<ClientOrderId>, ) -> OrderAny

Creates a new limit order.

pub fn stop_market( &mut self, instrument_id: InstrumentId, order_side: OrderSide, quantity: Quantity, trigger_price: Price, trigger_type: Option<TriggerType>, time_in_force: Option<TimeInForce>, expire_time: Option<UnixNanos>, reduce_only: Option<bool>, quote_quantity: Option<bool>, display_qty: Option<Quantity>, emulation_trigger: Option<TriggerType>, trigger_instrument_id: Option<InstrumentId>, exec_algorithm_id: Option<ExecAlgorithmId>, exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>, tags: Option<Vec<Ustr>>, client_order_id: Option<ClientOrderId>, ) -> OrderAny

Creates a new stop-market order.

pub fn stop_limit( &mut self, instrument_id: InstrumentId, order_side: OrderSide, quantity: Quantity, price: Price, trigger_price: Price, trigger_type: Option<TriggerType>, time_in_force: Option<TimeInForce>, expire_time: Option<UnixNanos>, post_only: Option<bool>, reduce_only: Option<bool>, quote_quantity: Option<bool>, display_qty: Option<Quantity>, emulation_trigger: Option<TriggerType>, trigger_instrument_id: Option<InstrumentId>, exec_algorithm_id: Option<ExecAlgorithmId>, exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>, tags: Option<Vec<Ustr>>, client_order_id: Option<ClientOrderId>, ) -> OrderAny

Creates a new stop-limit order.

pub fn market_if_touched( &mut self, instrument_id: InstrumentId, order_side: OrderSide, quantity: Quantity, trigger_price: Price, trigger_type: Option<TriggerType>, time_in_force: Option<TimeInForce>, expire_time: Option<UnixNanos>, reduce_only: Option<bool>, quote_quantity: Option<bool>, emulation_trigger: Option<TriggerType>, trigger_instrument_id: Option<InstrumentId>, exec_algorithm_id: Option<ExecAlgorithmId>, exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>, tags: Option<Vec<Ustr>>, client_order_id: Option<ClientOrderId>, ) -> OrderAny

Creates a new market-if-touched order.

pub fn limit_if_touched( &mut self, instrument_id: InstrumentId, order_side: OrderSide, quantity: Quantity, price: Price, trigger_price: Price, trigger_type: Option<TriggerType>, time_in_force: Option<TimeInForce>, expire_time: Option<UnixNanos>, post_only: Option<bool>, reduce_only: Option<bool>, quote_quantity: Option<bool>, display_qty: Option<Quantity>, emulation_trigger: Option<TriggerType>, trigger_instrument_id: Option<InstrumentId>, exec_algorithm_id: Option<ExecAlgorithmId>, exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>, tags: Option<Vec<Ustr>>, client_order_id: Option<ClientOrderId>, ) -> OrderAny

Creates a new limit-if-touched order.

pub fn bracket( &mut self, instrument_id: InstrumentId, order_side: OrderSide, quantity: Quantity, entry_price: Option<Price>, sl_trigger_price: Price, tp_price: Price, entry_trigger_price: Option<Price>, time_in_force: Option<TimeInForce>, expire_time: Option<UnixNanos>, post_only: Option<bool>, reduce_only: Option<bool>, quote_quantity: Option<bool>, emulation_trigger: Option<TriggerType>, trigger_instrument_id: Option<InstrumentId>, exec_algorithm_id: Option<ExecAlgorithmId>, exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>, tags: Option<Vec<Ustr>>, ) -> OrderList

Creates a bracket order list with entry order and attached stop-loss and take-profit orders.

Trait Implementations

impl Debug for OrderFactory

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

Formats the value using the given formatter.