nautilus_model::data::order

Struct BookOrder

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#[repr(C)]
pub struct BookOrder { pub side: OrderSide, pub price: Price, pub size: Quantity, pub order_id: OrderId, }
Expand description

Represents an order in a book.

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§side: OrderSide

The order side.

§price: Price

The order price.

§size: Quantity

The order size.

§order_id: OrderId

The order ID.

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impl BookOrder

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pub fn new(side: OrderSide, price: Price, size: Quantity, order_id: u64) -> Self

Creates a new BookOrder instance.

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pub fn to_book_price(&self) -> BookPrice

Returns a BookPrice from this order.

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pub fn exposure(&self) -> f64

Returns the order exposure as an f64.

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pub fn signed_size(&self) -> f64

Returns the signed order exposure as an f64.

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impl BookOrder

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pub fn py_as_dict(&self, py: Python<'_>) -> PyResult<Py<PyDict>>

Return a dictionary representation of the object.

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

Returns a new object from the given dictionary representation.

Trait Implementations§

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impl Clone for BookOrder

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fn clone(&self) -> BookOrder

Returns a copy of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for BookOrder

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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 Default for BookOrder

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fn default() -> Self

Creates a NULL BookOrder instance.

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impl<'de> Deserialize<'de> for BookOrder

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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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impl Display for BookOrder

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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 HasPyGilRef for BookOrder

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type AsRefTarget = PyCell<BookOrder>

Utility type to make Py::as_ref work.
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impl Hash for BookOrder

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fn hash<H: Hasher>(&self, state: &mut H)

Feeds this value into the given Hasher. Read more
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fn hash_slice<H>(data: &[Self], state: &mut H)
where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher. Read more
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impl IntoPy<Py<PyAny>> for BookOrder

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

Performs the conversion.
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impl PartialEq for BookOrder

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fn eq(&self, other: &Self) -> bool

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl PyClass for BookOrder

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type Frozen = False

Whether the pyclass is frozen. Read more
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impl PyClassImpl for BookOrder

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const IS_BASETYPE: bool = false

#[pyclass(subclass)]
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const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]
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const IS_MAPPING: bool = false

#[pyclass(mapping)]
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const IS_SEQUENCE: bool = false

#[pyclass(sequence)]
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type BaseType = PyAny

Base class
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type ThreadChecker = SendablePyClass<BookOrder>

This handles following two situations: Read more
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type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable
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type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.
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type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.
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type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.
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fn items_iter() -> PyClassItemsIter

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fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc
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fn lazy_type_object() -> &'static LazyTypeObject<Self>

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fn dict_offset() -> Option<isize>

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fn weaklist_offset() -> Option<isize>

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impl PyClassNewTextSignature<BookOrder> for PyClassImplCollector<BookOrder>

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

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

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

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

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

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

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

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impl PyMethods<BookOrder> for PyClassImplCollector<BookOrder>

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fn py_methods(self) -> &'static PyClassItems

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impl PyTypeInfo for BookOrder

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const NAME: &'static str = "BookOrder"

Class name.
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const MODULE: Option<&'static str> = _

Module name, if any.
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fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.
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fn type_object(py: Python<'_>) -> &PyType

👎Deprecated since 0.21.0: PyTypeInfo::type_object will be replaced by PyTypeInfo::type_object_bound in a future PyO3 version
Returns the safe abstraction over the type object.
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fn type_object_bound(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.
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fn is_type_of(object: &PyAny) -> bool

👎Deprecated since 0.21.0: PyTypeInfo::is_type_of will be replaced by PyTypeInfo::is_type_of_bound in a future PyO3 version
Checks if object is an instance of this type or a subclass of this type.
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fn is_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.
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fn is_exact_type_of(object: &PyAny) -> bool

👎Deprecated since 0.21.0: PyTypeInfo::is_exact_type_of will be replaced by PyTypeInfo::is_exact_type_of_bound in a future PyO3 version
Checks if object is an instance of this type.
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fn is_exact_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.
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impl Serializable for BookOrder

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fn from_json_bytes(data: &[u8]) -> Result<Self, Error>

Deserialize an object from JSON encoded bytes.
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fn from_msgpack_bytes(data: &[u8]) -> Result<Self, Error>

Deserialize an object from MsgPack encoded bytes.
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fn as_json_bytes(&self) -> Result<Bytes, Error>

Serialize an object to JSON encoded bytes.
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fn as_msgpack_bytes(&self) -> Result<Bytes, Error>

Serialize an object to MsgPack encoded bytes.
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impl Serialize for BookOrder

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more
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impl Copy for BookOrder

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impl DerefToPyAny for BookOrder

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impl Eq for BookOrder

Auto Trait Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dst: *mut T)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dst. Read more
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impl<Q, K> Equivalent<K> for Q
where Q: Eq + ?Sized, K: Borrow<Q> + ?Sized,

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fn equivalent(&self, key: &K) -> bool

Checks if this value is equivalent to the given key. Read more
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impl<Q, K> Equivalent<K> for Q
where Q: Eq + ?Sized, K: Borrow<Q> + ?Sized,

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fn equivalent(&self, key: &K) -> bool

Compare self to key and return true if they are equal.
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> FromPyObject<'_> for T
where T: PyClass + Clone,

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fn extract_bound(obj: &Bound<'_, PyAny>) -> Result<T, PyErr>

Extracts Self from the bound smart pointer obj. Read more
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fn extract(ob: &'py PyAny) -> Result<Self, PyErr>

Extracts Self from the source GIL Ref obj. Read more
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impl<'py, T> FromPyObjectBound<'_, 'py> for T
where T: FromPyObject<'py>,

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fn from_py_object_bound(ob: Borrowed<'_, 'py, PyAny>) -> Result<T, PyErr>

Extracts Self from the bound smart pointer obj. Read more
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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> PyErrArguments for T
where T: IntoPy<Py<PyAny>> + Send + Sync,

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fn arguments(self, py: Python<'_>) -> Py<PyAny>

Arguments for exception
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where T: PyTypeInfo,

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const NAME: &'static str = <T as PyTypeInfo>::NAME

Name of self. This is used in error messages, for example.
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fn type_check(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of Self, which may include a subtype. Read more
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impl<T> Separable for T
where T: Display,

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fn separate_by_policy(&self, policy: SeparatorPolicy<'_>) -> String

Adds separators according to the given SeparatorPolicy. Read more
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fn separate_with_commas(&self) -> String

Inserts a comma every three digits from the right. Read more
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fn separate_with_spaces(&self) -> String

Inserts a space every three digits from the right. Read more
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fn separate_with_dots(&self) -> String

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Inserts an underscore every three digits from the right. Read more
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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Uses borrowed data to replace owned data, usually by cloning. Read more
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default fn to_string(&self) -> String

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impl<T, U> TryFrom<U> for T
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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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where T: for<'de> Deserialize<'de>,

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impl<T> Ungil for T
where T: Send,