apple_quant_algorithmic/order/partial_fill.rs
1use crate::{
2 instrument::InstrumentSpec, price::AbsolutePrice, timestamp::TradeTimestamp,
3 volume::DirectionalIntentVolume,
4};
5
6#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash)]
7pub struct PartialOrderFill<IS: InstrumentSpec> {
8 pub price: AbsolutePrice<IS>,
9 pub directional_intent_volume: DirectionalIntentVolume<IS>,
10 pub timestamp: TradeTimestamp,
11}