apple_quant_algorithmic/order/timing.rs
1#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash)]
2pub enum TimingCondition {
3 Remote(RemoteTimingCondition),
4 Client(ClientTimingCondition),
5}
6
7#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash)]
8pub enum RemoteTimingCondition {
9 /// Received and accepted by the exchange gateway.
10 Acknowledged,
11
12 /// Either fully booked and/or the first matching attempt is made. After acknowledgement, this is the next soonest status update possible.
13 Processed,
14
15 /// First partial fill or fully filled on first matching attempt.
16 PartialFill,
17
18 /// Completed only by being fully filled.
19 FullyFilled,
20
21 /// Either rejected at the gateway, fully filled, or canceled.
22 Completed,
23}
24
25#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash)]
26pub enum ClientTimingCondition {
27 /// Converted into a remote order.
28 Activated,
29}