Struct FillReport

pub struct FillReport {

    pub account_id: AccountId,
    pub instrument_id: InstrumentId,
    pub venue_order_id: VenueOrderId,
    pub trade_id: TradeId,
    pub order_side: OrderSide,
    pub last_qty: Quantity,
    pub last_px: Price,
    pub commission: Money,
    pub liquidity_side: LiquiditySide,
    pub report_id: UUID4,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
    pub client_order_id: Option<ClientOrderId>,
    pub venue_position_id: Option<PositionId>,
}

Represents a fill report of a single order execution.

Fields

account_id: AccountId

The account ID associated with the position.

instrument_id: InstrumentId

The instrument ID associated with the event.

venue_order_id: VenueOrderId

The venue assigned order ID.

trade_id: TradeId

The trade match ID (assigned by the venue).

order_side: OrderSide

The order side.

last_qty: Quantity

The last fill quantity for the position.

last_px: Price

The last fill price for the position.

commission: Money

The commission generated from the fill.

liquidity_side: LiquiditySide

The liquidity side of the execution.

report_id: UUID4

The unique identifier for the event.

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the event was initialized.

client_order_id: Option<ClientOrderId>

The client order ID.

venue_position_id: Option<PositionId>

The position ID (assigned by the venue).

Implementations

impl FillReport

pub fn new( account_id: AccountId, instrument_id: InstrumentId, venue_order_id: VenueOrderId, trade_id: TradeId, order_side: OrderSide, last_qty: Quantity, last_px: Price, commission: Money, liquidity_side: LiquiditySide, client_order_id: Option<ClientOrderId>, venue_position_id: Option<PositionId>, ts_event: UnixNanos, ts_init: UnixNanos, report_id: Option<UUID4>, ) -> Self

Creates a new FillReport instance with required fields.

pub const fn has_client_order_id(&self) -> bool

Checks if the fill has a client order ID.

pub const fn has_venue_position_id(&self) -> bool

Utility method to check if the fill has a venue position ID.

impl FillReport

pub fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self>

pub fn py_to_dict(&self, py: Python<'_>) -> PyResult<PyObject>

Trait Implementations

impl Clone for FillReport

fn clone(&self) -> FillReport

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for FillReport

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for FillReport

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for FillReport

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

Formats the value using the given formatter.

impl IntoPy<Py<PyAny>> for FillReport

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

Performs the conversion.

impl PartialEq for FillReport

fn eq(&self, other: &FillReport) -> 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 FillReport

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for FillReport

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<FillReport>

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<FillReport> for PyClassImplCollector<FillReport>

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

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

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

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

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

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

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

impl PyMethods<FillReport> for PyClassImplCollector<FillReport>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for FillReport

const NAME: &'static str = "FillReport"

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 FillReport

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 FillReport

impl Eq for FillReport

impl StructuralPartialEq for FillReport