Struct OrderFilled

#[repr(C)]
pub struct OrderFilled {

    pub trader_id: TraderId,
    pub strategy_id: StrategyId,
    pub instrument_id: InstrumentId,
    pub client_order_id: ClientOrderId,
    pub venue_order_id: VenueOrderId,
    pub account_id: AccountId,
    pub trade_id: TradeId,
    pub order_side: OrderSide,
    pub order_type: OrderType,
    pub last_qty: Quantity,
    pub last_px: Price,
    pub currency: Currency,
    pub liquidity_side: LiquiditySide,
    pub event_id: UUID4,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
    pub reconciliation: bool,
    pub position_id: Option<PositionId>,
    pub commission: Option<Money>,
}

Fields

trader_id: TraderId

The trader ID associated with the event.

strategy_id: StrategyId

The strategy ID associated with the event.

instrument_id: InstrumentId

The instrument ID associated with the event.

client_order_id: ClientOrderId

The client order ID associated with the event.

venue_order_id: VenueOrderId

account_id: AccountId

The account ID associated with the event.

trade_id: TradeId

The trade match ID (assigned by the venue).

order_side: OrderSide

The order side.

order_type: OrderType

The order type.

last_qty: Quantity

The fill quantity for this execution.

last_px: Price

The fill price for this execution.

currency: Currency

The currency of the last_px.

liquidity_side: LiquiditySide

The liquidity side of the execution.

event_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.

reconciliation: bool

If the event was generated during reconciliation.

position_id: Option<PositionId>

The position ID (assigned by the venue).

commission: Option<Money>

The commission generated from this execution.

Implementations

impl OrderFilled

pub fn new( trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, account_id: AccountId, trade_id: TradeId, order_side: OrderSide, order_type: OrderType, last_qty: Quantity, last_px: Price, currency: Currency, liquidity_side: LiquiditySide, event_id: UUID4, ts_event: UnixNanos, ts_init: UnixNanos, reconciliation: bool, position_id: Option<PositionId>, commission: Option<Money>, ) -> Self

Creates a new OrderFilled instance.

pub fn specified_side(&self) -> OrderSideSpecified

pub fn is_buy(&self) -> bool

pub fn is_sell(&self) -> bool

impl OrderFilled

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

Trait Implementations

impl Clone for OrderFilled

fn clone(&self) -> OrderFilled

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for OrderFilled

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

Formats the value using the given formatter.

impl Default for OrderFilled

fn default() -> Self

Creates a new default OrderFilled instance for testing.

impl<'de> Deserialize<'de> for OrderFilled

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for OrderFilled

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

Formats the value using the given formatter.

impl From<OrderEventAny> for OrderFilled

fn from(event: OrderEventAny) -> OrderFilled

Converts to this type from the input type.

impl IntoPy<Py<PyAny>> for OrderFilled

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

Performs the conversion.

impl OrderEvent for OrderFilled

fn id(&self) -> UUID4

fn kind(&self) -> &str

fn order_type(&self) -> Option<OrderType>

fn order_side(&self) -> Option<OrderSide>

fn trader_id(&self) -> TraderId

fn strategy_id(&self) -> StrategyId

fn instrument_id(&self) -> InstrumentId

fn trade_id(&self) -> Option<TradeId>

fn currency(&self) -> Option<Currency>

fn client_order_id(&self) -> ClientOrderId

fn reason(&self) -> Option<Ustr>

fn quantity(&self) -> Option<Quantity>

fn time_in_force(&self) -> Option<TimeInForce>

fn liquidity_side(&self) -> Option<LiquiditySide>

fn post_only(&self) -> Option<bool>

fn reduce_only(&self) -> Option<bool>

fn quote_quantity(&self) -> Option<bool>

fn reconciliation(&self) -> bool

fn price(&self) -> Option<Price>

fn last_px(&self) -> Option<Price>

fn last_qty(&self) -> Option<Quantity>

fn trigger_price(&self) -> Option<Price>

fn trigger_type(&self) -> Option<TriggerType>

fn limit_offset(&self) -> Option<Decimal>

fn trailing_offset(&self) -> Option<Decimal>

fn trailing_offset_type(&self) -> Option<TrailingOffsetType>

fn expire_time(&self) -> Option<UnixNanos>

fn display_qty(&self) -> Option<Quantity>

fn emulation_trigger(&self) -> Option<TriggerType>

fn trigger_instrument_id(&self) -> Option<InstrumentId>

fn contingency_type(&self) -> Option<ContingencyType>

fn order_list_id(&self) -> Option<OrderListId>

fn linked_order_ids(&self) -> Option<Vec<ClientOrderId>>

fn parent_order_id(&self) -> Option<ClientOrderId>

fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId>

fn exec_spawn_id(&self) -> Option<ClientOrderId>

fn venue_order_id(&self) -> Option<VenueOrderId>

fn account_id(&self) -> Option<AccountId>

fn position_id(&self) -> Option<PositionId>

fn commission(&self) -> Option<Money>

fn ts_event(&self) -> UnixNanos

fn ts_init(&self) -> UnixNanos

impl PartialEq for OrderFilled

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

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for OrderFilled

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<OrderFilled>

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<OrderFilled> for PyClassImplCollector<OrderFilled>

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

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

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

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

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

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

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

impl PyMethods<OrderFilled> for PyClassImplCollector<OrderFilled>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for OrderFilled

const NAME: &'static str = "OrderFilled"

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 OrderFilled

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for OrderFilled

impl DerefToPyAny for OrderFilled

impl Eq for OrderFilled

impl StructuralPartialEq for OrderFilled