Struct OrderInitialized

#[repr(C)]
pub struct OrderInitialized {

    pub trader_id: TraderId,
    pub strategy_id: StrategyId,
    pub instrument_id: InstrumentId,
    pub client_order_id: ClientOrderId,
    pub order_side: OrderSide,
    pub order_type: OrderType,
    pub quantity: Quantity,
    pub time_in_force: TimeInForce,
    pub post_only: bool,
    pub reduce_only: bool,
    pub quote_quantity: bool,
    pub reconciliation: bool,
    pub event_id: UUID4,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
    pub price: Option<Price>,
    pub trigger_price: Option<Price>,
    pub trigger_type: Option<TriggerType>,
    pub limit_offset: Option<Decimal>,
    pub trailing_offset: Option<Decimal>,
    pub trailing_offset_type: Option<TrailingOffsetType>,
    pub expire_time: Option<UnixNanos>,
    pub display_qty: Option<Quantity>,
    pub emulation_trigger: Option<TriggerType>,
    pub trigger_instrument_id: Option<InstrumentId>,
    pub contingency_type: Option<ContingencyType>,
    pub order_list_id: Option<OrderListId>,
    pub linked_order_ids: Option<Vec<ClientOrderId>>,
    pub parent_order_id: Option<ClientOrderId>,
    pub exec_algorithm_id: Option<ExecAlgorithmId>,
    pub exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
    pub exec_spawn_id: Option<ClientOrderId>,
    pub tags: Option<Vec<Ustr>>,
}

Represents an event where an order has been initialized.

This is a seed event which can instantiate any order through a creation method. This event should contain enough information to be able to send it ‘over the wire’ and have a valid order created with exactly the same properties as if it had been instantiated locally.

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.

order_side: OrderSide

The order side.

order_type: OrderType

The order type.

quantity: Quantity

The order quantity.

time_in_force: TimeInForce

The order time in force.

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.

quote_quantity: bool

If the order quantity is denominated in the quote currency.

reconciliation: bool

If the event was generated during reconciliation.

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.

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<Decimal>

The trailing offset for the orders limit price.

trailing_offset: Option<Decimal>

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

trailing_offset_type: Option<TrailingOffsetType>

The trailing offset type.

expire_time: Option<UnixNanos>

The order expiration, None for no expiration.

display_qty: Option<Quantity>

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

emulation_trigger: Option<TriggerType>

The emulation trigger type for the order.

trigger_instrument_id: Option<InstrumentId>

The emulation trigger instrument ID for the order (if None then will be the instrument_id).

contingency_type: Option<ContingencyType>

The order contingency type.

order_list_id: Option<OrderListId>

The order list ID associated with the order.

linked_order_ids: Option<Vec<ClientOrderId>>

The order linked client order ID(s).

parent_order_id: Option<ClientOrderId>

The orders parent client order ID.

exec_algorithm_id: Option<ExecAlgorithmId>

The execution algorithm ID for the order.

exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>

The execution algorithm parameters for the order.

exec_spawn_id: Option<ClientOrderId>

The execution algorithm spawning primary client order ID.

tags: Option<Vec<Ustr>>

The custom user tags for the order.

Implementations

impl OrderInitialized

pub fn new( trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, order_side: OrderSide, order_type: OrderType, quantity: Quantity, time_in_force: TimeInForce, post_only: bool, reduce_only: bool, quote_quantity: bool, reconciliation: bool, event_id: UUID4, ts_event: UnixNanos, ts_init: UnixNanos, price: Option<Price>, trigger_price: Option<Price>, trigger_type: Option<TriggerType>, limit_offset: Option<Decimal>, trailing_offset: Option<Decimal>, trailing_offset_type: Option<TrailingOffsetType>, expire_time: Option<UnixNanos>, display_qty: Option<Quantity>, emulation_trigger: Option<TriggerType>, trigger_instrument_id: Option<InstrumentId>, contingency_type: Option<ContingencyType>, order_list_id: Option<OrderListId>, linked_order_ids: Option<Vec<ClientOrderId>>, parent_order_id: Option<ClientOrderId>, exec_algorithm_id: Option<ExecAlgorithmId>, exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>, exec_spawn_id: Option<ClientOrderId>, tags: Option<Vec<Ustr>>, ) -> Self

Creates a new OrderInitialized instance.

Trait Implementations

impl Clone for OrderInitialized

fn clone(&self) -> OrderInitialized

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for OrderInitialized

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

Formats the value using the given formatter.

impl Default for OrderInitialized

fn default() -> Self

Creates a new default OrderInitialized instance for testing.

impl<'de> Deserialize<'de> for OrderInitialized

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for OrderInitialized

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

Formats the value using the given formatter.

impl<T> From<&T> for OrderInitialized

where T: Order,

fn from(order: &T) -> Self

Converts to this type from the input type.

impl From<OrderInitialized> for LimitIfTouchedOrder

fn from(event: OrderInitialized) -> Self

Converts to this type from the input type.

impl From<OrderInitialized> for LimitOrder

fn from(event: OrderInitialized) -> Self

Converts to this type from the input type.

impl From<OrderInitialized> for MarketIfTouchedOrder

fn from(event: OrderInitialized) -> Self

Converts to this type from the input type.

impl From<OrderInitialized> for MarketOrder

fn from(event: OrderInitialized) -> Self

Converts to this type from the input type.

impl From<OrderInitialized> for MarketToLimitOrder

fn from(event: OrderInitialized) -> Self

Converts to this type from the input type.

impl From<OrderInitialized> for OrderAny

fn from(order: OrderInitialized) -> Self

Converts to this type from the input type.

impl From<OrderInitialized> for StopLimitOrder

fn from(event: OrderInitialized) -> Self

Converts to this type from the input type.

impl From<OrderInitialized> for StopMarketOrder

fn from(event: OrderInitialized) -> Self

Converts to this type from the input type.

impl From<OrderInitialized> for TrailingStopLimitOrder

fn from(event: OrderInitialized) -> Self

Converts to this type from the input type.

impl From<OrderInitialized> for TrailingStopMarketOrder

fn from(event: OrderInitialized) -> Self

Converts to this type from the input type.

impl IntoPy<Py<PyAny>> for OrderInitialized

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

Performs the conversion.

impl OrderEvent for OrderInitialized

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 OrderInitialized

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

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for OrderInitialized

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<OrderInitialized>

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<OrderInitialized> for PyClassImplCollector<OrderInitialized>

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

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

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

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

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

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

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

impl PyMethods<OrderInitialized> for PyClassImplCollector<OrderInitialized>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for OrderInitialized

const NAME: &'static str = "OrderInitialized"

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 OrderInitialized

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 OrderInitialized

impl Eq for OrderInitialized

impl StructuralPartialEq for OrderInitialized