Order

RustQuant::trading::order

Struct Order 

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pub struct Order {
    pub id: u64,
    pub symbol_id: u32,
    pub order_type: OrderType,
    pub order_side: OrderSide,
    pub price: f64,
    pub stop_price: f64,
    pub quantity: u64,
    pub executed_quantity: u64,
    pub leaves_quantity: u64,
    pub time_in_force: OrderTimeInForce,
    pub timestamp: OffsetDateTime,
}
Expand description

Order struct containing parameters for a given order in the LOB.

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§id: u64

Order Identifier

§symbol_id: u32

Symbol Identifier

§order_type: OrderType

Order type (limit, market, etc.)

§order_side: OrderSide

Order side (bid or ask)

§price: f64

Order price

§stop_price: f64

Order stop price

§quantity: u64

Order quantity

§executed_quantity: u64

Order executed quantity

§leaves_quantity: u64

Order leaves quantity

§time_in_force: OrderTimeInForce

Time in Force (GTC, IOC, etc.)

§timestamp: OffsetDateTime

Order timestamp

Implementations§

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impl Order

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pub fn validate(&self)

Validate the Order.

This should do the following: - Check the ID is positive. - Check the quantity is valid. - Check the type and validate.

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pub fn id(&self) -> u64

Get the Order ID.

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pub fn symbol_id(&self) -> u32

Get the Order symbol ID.

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pub fn order_type(&self) -> &OrderType

Get the Order type.

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pub fn order_side(&self) -> &OrderSide

Get the Order side.

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pub fn price(&self) -> f64

Get the Order price.

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pub fn stop_price(&self) -> f64

Get the Order stop price.

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pub fn quantity(&self) -> u64

Get the Order quantity.

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pub fn executed_quantity(&self) -> u64

Get the Order executed quantity.

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pub fn leaves_quantity(&self) -> u64

Get the Order leaves quantity.

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pub fn time_in_force(&self) -> &OrderTimeInForce

Get the Order time in force.

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pub fn timestamp(&self) -> OffsetDateTime

Get the Order timestamp.

Trait Implementations§

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impl Clone for Order

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fn clone(&self) -> Order

Returns a duplicate 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 Order

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

Formats the value using the given formatter. Read more
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impl Display for Order

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

Formats the value using the given formatter. Read more
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impl Copy for Order

Auto Trait Implementations§

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impl Freeze for Order

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impl RefUnwindSafe for Order

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impl Send for Order

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impl Sync for Order

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impl Unpin for Order

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impl UnwindSafe for Order

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Gets the TypeId of self. Read more
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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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