Struct OrderStatusReport

pub struct OrderStatusReport {

    pub account_id: AccountId,
    pub instrument_id: InstrumentId,
    pub client_order_id: Option<ClientOrderId>,
    pub venue_order_id: VenueOrderId,
    pub order_side: OrderSide,
    pub order_type: OrderType,
    pub time_in_force: TimeInForce,
    pub order_status: OrderStatus,
    pub quantity: Quantity,
    pub filled_qty: Quantity,
    pub report_id: UUID4,
    pub ts_accepted: UnixNanos,
    pub ts_last: UnixNanos,
    pub ts_init: UnixNanos,
    pub order_list_id: Option<OrderListId>,
    pub contingency_type: ContingencyType,
    pub expire_time: Option<UnixNanos>,
    pub price: Option<Price>,
    pub trigger_price: Option<Price>,
    pub trigger_type: Option<TriggerType>,
    pub limit_offset: Option<Price>,
    pub trailing_offset: Option<Price>,
    pub trailing_offset_type: TrailingOffsetType,
    pub avg_px: Option<f64>,
    pub display_qty: Option<Quantity>,
    pub post_only: bool,
    pub reduce_only: bool,
    pub cancel_reason: Option<String>,
    pub ts_triggered: Option<UnixNanos>,
}

Represents an order status at a point in time.

Fields

account_id: AccountId

The account ID associated with the position.

instrument_id: InstrumentId

The instrument ID associated with the event.

client_order_id: Option<ClientOrderId>

The client order ID.

venue_order_id: VenueOrderId

The venue assigned order ID.

order_side: OrderSide

The order side.

order_type: OrderType

The order type.

time_in_force: TimeInForce

The order time in force.

order_status: OrderStatus

The order status.

quantity: Quantity

The order quantity.

filled_qty: Quantity

The order total filled quantity.

report_id: UUID4

The unique identifier for the event.

ts_accepted: UnixNanos

UNIX timestamp (nanoseconds) when the order was accepted.

ts_last: UnixNanos

UNIX timestamp (nanoseconds) when the last event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the event was initialized.

order_list_id: Option<OrderListId>

The order list ID associated with the order.

contingency_type: ContingencyType

The orders contingency type.

expire_time: Option<UnixNanos>

The order expiration (UNIX epoch nanoseconds), zero for no expiration.

price: Option<Price>

The order price (LIMIT).

trigger_price: Option<Price>

The order trigger price (STOP).

trigger_type: Option<TriggerType>

The trigger type for the order.

limit_offset: Option<Price>

The trailing offset for the orders limit price.

trailing_offset: Option<Price>

The trailing offset for the orders trigger price (STOP).

trailing_offset_type: TrailingOffsetType

The trailing offset type.

avg_px: Option<f64>

The order average fill price.

display_qty: Option<Quantity>

The quantity of the LIMIT order to display on the public book (iceberg).

post_only: bool

If the order will only provide liquidity (make a market).

reduce_only: bool

If the order carries the ‘reduce-only’ execution instruction.

cancel_reason: Option<String>

The reason for order cancellation.

ts_triggered: Option<UnixNanos>

UNIX timestamp (nanoseconds) when the order was triggered.

Implementations

impl OrderStatusReport

pub fn new( account_id: AccountId, instrument_id: InstrumentId, client_order_id: Option<ClientOrderId>, venue_order_id: VenueOrderId, order_side: OrderSide, order_type: OrderType, time_in_force: TimeInForce, order_status: OrderStatus, quantity: Quantity, filled_qty: Quantity, ts_accepted: UnixNanos, ts_last: UnixNanos, ts_init: UnixNanos, report_id: Option<UUID4>, ) -> Self

Creates a new OrderStatusReport instance with required fields.

pub const fn with_client_order_id(self, client_order_id: ClientOrderId) -> Self

Sets the client order ID.

pub const fn with_order_list_id(self, order_list_id: OrderListId) -> Self

Sets the order list ID.

pub const fn with_price(self, price: Price) -> Self

Sets the price.

pub const fn with_avg_px(self, avg_px: f64) -> Self

Sets the average price.

pub const fn with_trigger_price(self, trigger_price: Price) -> Self

Sets the trigger price.

pub const fn with_trigger_type(self, trigger_type: TriggerType) -> Self

Sets the trigger type.

pub const fn with_limit_offset(self, limit_offset: Price) -> Self

Sets the limit offset.

pub const fn with_trailing_offset(self, trailing_offset: Price) -> Self

Sets the trailing offset.

pub const fn with_trailing_offset_type( self, trailing_offset_type: TrailingOffsetType, ) -> Self

Sets the trailing offset type.

pub const fn with_display_qty(self, display_qty: Quantity) -> Self

Sets the display quantity.

pub const fn with_expire_time(self, expire_time: UnixNanos) -> Self

Sets the expire time.

pub const fn with_post_only(self, post_only: bool) -> Self

Sets post_only flag.

pub const fn with_reduce_only(self, reduce_only: bool) -> Self

Sets reduce_only flag.

pub fn with_cancel_reason(self, cancel_reason: &str) -> Self

Sets cancel reason.

pub const fn with_ts_triggered(self, ts_triggered: UnixNanos) -> Self

Sets the triggered timestamp.

pub const fn with_contingency_type( self, contingency_type: ContingencyType, ) -> Self

Sets the contingency type.

impl OrderStatusReport

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 OrderStatusReport

fn clone(&self) -> OrderStatusReport

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for OrderStatusReport

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderStatusReport

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for OrderStatusReport

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

Formats the value using the given formatter.

impl IntoPy<Py<PyAny>> for OrderStatusReport

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

Performs the conversion.

impl PartialEq for OrderStatusReport

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

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for OrderStatusReport

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<OrderStatusReport>

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<OrderStatusReport> for PyClassImplCollector<OrderStatusReport>

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

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

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

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

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

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

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

impl PyMethods<OrderStatusReport> for PyClassImplCollector<OrderStatusReport>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for OrderStatusReport

const NAME: &'static str = "OrderStatusReport"

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 OrderStatusReport

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 OrderStatusReport

impl StructuralPartialEq for OrderStatusReport