pub struct OmsQueryApi { /* private fields */ }
Expand description

This provides a simplified, but still pretty fast, api to query the OMS, send, and cancel orders.

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impl OmsQueryApi

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pub async fn new(common: &Common) -> Result<Self>

Create a new simple order client

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pub async fn get_order_state( &self, ids: &Pooled<Vec<OrderId>> ) -> Result<Pooled<Vec<BitFlags<OrderState>>>>

Get the state of the specified order ids. This will return a state for every order id indicated. If an order is not found then it’s state will be BitFlags::empty. len of the returned vector will always equal the len of the specified vector.

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pub async fn list_open( &self, set: LimitSet, scope: LimitScope ) -> Result<Pooled<Vec<OrderId>>>

Return a list of open orders for the specified set and scope

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pub async fn get_reject_reason( &self, ids: &Pooled<Vec<OrderId>> ) -> Result<Pooled<Vec<Option<Chars>>>>

Return the reason why the specified set of orders was rejected. This will be None if the order was not rejected.

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pub async fn get_order_details( &self, ids: &Pooled<Vec<OrderId>> ) -> Result<Pooled<Vec<Order>>>

Get the full details of the specified set of orders. If an order is not found for a given id, then no order state will be returned. len of the returned vector will always be <= len of the specified vector.

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pub async fn list_fills( &self, set: LimitSet, scope: LimitScope ) -> Result<Pooled<Vec<(OrderId, FillId)>>>

List fills in the specified set and scope

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pub async fn get_fill_details( &self, ids: &Pooled<Vec<FillId>> ) -> Result<Pooled<Vec<Result<NormalFill, AberrantFill>>>>

Get the full details for a fill. If no fill is found for the specified id then no details will be returned for that id. len of the returned vector <= len of the specified vector.

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pub async fn send_limit_order( &self, target: TradableProduct, account: Account, dir: Dir, price: Decimal, quantity: Decimal ) -> Result<OrderId>

Send a limit order, returning the order id if the order was sent successfully.

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pub async fn cancel_order(&self, id: OrderId) -> Result<()>

Cancel the specified order. A successful return does not mean the order is out, it just means the cancel has been received by the OMS and will be sent on to the counterparty.

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pub async fn get_channel_id(&self) -> Result<ChanId>

Get the channel id of this orderflow channel. This is necessary if you want to allocate your own orderid for some reason. This is a very low level operation which isn’t recommended.

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