Struct FillSnapshot 

pub struct FillSnapshot {
    pub ts_event: u64,
    pub side: OrderSide,
    pub qty: Decimal,
    pub px: Decimal,
    pub venue_order_id: VenueOrderId,
}

Immutable snapshot of fill data for position simulation.

Fields

ts_event: u64

The event timestamp (nanoseconds).

side: OrderSide

The order side (BUY or SELL).

qty: Decimal

The fill quantity.

px: Decimal

The fill price.

venue_order_id: VenueOrderId

The venue order ID.

Implementations

impl FillSnapshot

pub fn new( ts_event: u64, side: OrderSide, qty: Decimal, px: Decimal, venue_order_id: VenueOrderId, ) -> Self

Create a new fill snapshot.

pub fn direction(&self) -> i8

Return signed direction multiplier: +1 for BUY, -1 for SELL.

Trait Implementations

impl Clone for FillSnapshot

fn clone(&self) -> FillSnapshot

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FillSnapshot

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

Formats the value using the given formatter.

impl PartialEq for FillSnapshot

fn eq(&self, other: &FillSnapshot) -> 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 Eq for FillSnapshot

impl StructuralPartialEq for FillSnapshot