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OrderGoal

apple_quant_algorithmic::order

Enum OrderGoal 

Source 
pub enum OrderGoal<IS: InstrumentSpec> {
    CancelOrder(LocalOrderId),
    CancelRevertOrder(LocalOrderId),
    SubmitImmediatelyExecutableRemoteOrder {
        local_order_id: LocalOrderId,
        directional_intent_volume: DirectionalIntentVolume<IS>,
    },
    SubmitRestingRemoteOrder {
        local_order_id: LocalOrderId,
        directional_intent_volume: DirectionalIntentVolume<IS>,
    },
}

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CancelOrder(LocalOrderId)

Cancels any remaining potential exposure for an order that has not been matched yet. Does not revert partially filled or fully filled orders. After the goal is completed, there should be no potential exposure, however, there may be effective exposure due to a partial or a full fill that could not be canceled passively.

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CancelRevertOrder(LocalOrderId)

Cancels any remaining potential exposure for an order that has not been matched yet. Aggressively reverts any partial fills fragments that are then received by the client. After the goal is completed, there should be no potential or effective exposure related to this order anymore.

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SubmitImmediatelyExecutableRemoteOrder

Completes when the order is fully matched (fully filled only, not partially fill).

Fields

§local_order_id: LocalOrderId
§directional_intent_volume: DirectionalIntentVolume<IS>
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SubmitRestingRemoteOrder

Completes when the order is booked (resting, partially filled, or fully filled).

Fields

§local_order_id: LocalOrderId
§directional_intent_volume: DirectionalIntentVolume<IS>

Implementations§

Trait Implementations§

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impl<IS: Clone + InstrumentSpec> Clone for OrderGoal<IS>

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fn clone(&self) -> OrderGoal<IS>

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl<IS: Copy + InstrumentSpec> Copy for OrderGoal<IS>

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impl<IS: Debug + InstrumentSpec> Debug for OrderGoal<IS>

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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<IS: Eq + InstrumentSpec> Eq for OrderGoal<IS>

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impl<IS: InstrumentSpec> From<&OrderGoal<IS>> for OrderGoalT

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fn from(value: &OrderGoal<IS>) -> Self

Converts to this type from the input type.
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impl<IS: InstrumentSpec> From<OrderGoal<IS>> for OrderGoalT

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fn from(value: OrderGoal<IS>) -> Self

Converts to this type from the input type.
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impl<IS: Hash + InstrumentSpec> Hash for OrderGoal<IS>

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

Feeds this value into the given Hasher. Read more
1.3.0 · Source§

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<IS: PartialEq + InstrumentSpec> PartialEq for OrderGoal<IS>

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fn eq(&self, other: &OrderGoal<IS>) -> bool

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more
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impl<IS: PartialEq + InstrumentSpec> StructuralPartialEq for OrderGoal<IS>

Auto Trait Implementations§

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impl<IS> Freeze for OrderGoal<IS>
where <IS as InstrumentSpec>::VolumeType: Freeze,

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impl<IS> RefUnwindSafe for OrderGoal<IS>
where <IS as InstrumentSpec>::VolumeType: RefUnwindSafe,

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impl<IS> Send for OrderGoal<IS>

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impl<IS> Sync for OrderGoal<IS>

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impl<IS> Unpin for OrderGoal<IS>
where <IS as InstrumentSpec>::VolumeType: Unpin,

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impl<IS> UnsafeUnpin for OrderGoal<IS>
where <IS as InstrumentSpec>::VolumeType: UnsafeUnpin,

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impl<IS> UnwindSafe for OrderGoal<IS>
where <IS as InstrumentSpec>::VolumeType: UnwindSafe,

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where T: 'static + ?Sized,

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Gets the TypeId of self. Read more
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