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>,
    pub info: Option<IndexMap<Ustr, Ustr>>,
    pub causation_id: Option<UUID4>,
}

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

The venue order ID associated with the event.

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.

info: Option<IndexMap<Ustr, Ustr>>

Additional fill metadata (venue/adapter specific).

causation_id: Option<UUID4>

The causation ID associated with the event.

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>, info: Option<IndexMap<Ustr, Ustr>>, ) -> Self

Creates a new OrderFilled instance.

pub fn is_buy(&self) -> bool

pub fn is_sell(&self) -> bool

pub fn split_for_position_flip( &self, closing_qty: Quantity, opening_position_id: Option<PositionId>, opening_event_id: UUID4, ) -> Result<(Self, Self)>

Splits an overfill into the fragment which closes the current position and the fragment which opens the flipped position.

The closing commission truncates its exact proportional share toward zero in native Money units. The opening commission receives the remainder, conserving fees and rebates exactly.

Errors

Returns an error if closing_qty is zero, is not smaller than the fill quantity, or the proportional commission cannot be represented.

impl OrderFilled

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

Converts this OrderFilled into a Python dict.

Errors

Returns an error if serialization into a Python dict fails.

Trait Implementations

impl Clone for OrderFilled

fn clone(&self) -> Self

Returns a duplicate 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 DerefToPyAny for OrderFilled

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 Eq for OrderFilled

impl From<OrderEventAny> for OrderFilled

Converts an OrderEventAny into an OrderFilled.

Panics

Panics if event is not a Filled variant.

fn from(event: OrderEventAny) -> Self

Converts to this type from the input type.

impl<'a, 'py> FromPyObject<'a, 'py> for OrderFilled

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl HasTsInit for OrderFilled

fn ts_init(&self) -> UnixNanos

Returns the UNIX timestamp (nanoseconds) when the instance was created.

impl<'py> IntoPyObject<'py> for OrderFilled

type Target = OrderFilled

The Python output type

type Output = Bound<'py, OrderFilled>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject(self, py: Python<'py>) -> PyResult<Bound<'py, Self>>

Performs the conversion.

impl OrderEvent for OrderFilled

fn id(&self) -> UUID4

fn type_name(&self) -> &'static 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 activation_price(&self) -> Option<Price>

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

fn causation_id(&self) -> Option<UUID4>

fn info(&self) -> Option<IndexMap<Ustr, Ustr>>

fn exec_algorithm_params(&self) -> Option<IndexMap<Ustr, Ustr>>

fn tags(&self) -> Option<Vec<Ustr>>

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

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

fn due_post_only(&self) -> bool

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

fn is_reopened(&self) -> bool

impl PartialEq for OrderFilled

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

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl PyClass for OrderFilled

const NAME: &str = "OrderFilled"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for OrderFilled

const MODULE: Option<&str>

Module which the class will be associated with.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<OrderFilled as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<OrderFilled>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForOrderFilled

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 lazy_type_object() -> &'static LazyTypeObject<Self>

fn __traverse__(&self, visit: PyVisit<'_>) -> Result<(), PyTraverseError>

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)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = c""

Docstring for the class provided on the struct or enum.

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for OrderFilled

const TEXT_SIGNATURE: &'static str = "(trader_id, strategy_id, instrument_id, client_order_id, venue_order_id, account_id, trade_id, order_side, order_type, last_qty, last_px, currency, liquidity_side, event_id, ts_event, ts_init, reconciliation, position_id=None, commission=None, info=None)"

impl PyStubType for OrderFilled

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for OrderFilled

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(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 StructuralPartialEq for OrderFilled