Enum Orderflow 

pub enum Orderflow {
    OrderPending(Order),
    OrderAck(OrderAck),
    OrderReject(OrderReject),
    OrderOut(OrderOut),
    OrderReconciledOut(OrderOut),
    OrderStale(OrderStale),
    CancelPending(Cancel),
    CancelReject(CancelReject),
    OrderCanceling(OrderCanceling),
    OrderCanceled(OrderCanceled),
    ModifyPending(Modify),
    ModifyReject(ModifyReject),
    OrderModified(OrderModified),
    Fill(Fill),
    AberrantFill(AberrantFill),
    DescendantFill(Fill),
}

Variants

OrderPending(Order)

OrderAck(OrderAck)

OrderReject(OrderReject)

OrderOut(OrderOut)

OrderReconciledOut(OrderOut)

OrderStale(OrderStale)

CancelPending(Cancel)

CancelReject(CancelReject)

OrderCanceling(OrderCanceling)

OrderCanceled(OrderCanceled)

ModifyPending(Modify)

ModifyReject(ModifyReject)

OrderModified(OrderModified)

Fill(Fill)

AberrantFill(AberrantFill)

DescendantFill(Fill)

For parent algos with child algos, the parent algo will also receive copies of fills from its descendants. The fills will be modified such that their order_id is set to the immediate child algo’s order ID.

For example, suppose algo order A spawns child algo order B, whose suborder O receives fill F. F’s order_id is O. A should also hear about this fill as a DescendantFill F_desc where F_desc’s order_id is B.

Implementations

impl Orderflow

pub fn order_id(&self) -> Option<OrderId>

Trait Implementations

impl Clone for Orderflow

fn clone(&self) -> Orderflow

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Orderflow

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Orderflow

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl JsonSchema for Orderflow

fn schema_name() -> String

The name of the generated JSON Schema.

fn schema_id() -> Cow<'static, str>

Returns a string that uniquely identifies the schema produced by this type.

fn json_schema(generator: &mut SchemaGenerator) -> Schema

Generates a JSON Schema for this type.

fn is_referenceable() -> bool

Whether JSON Schemas generated for this type should be re-used where possible using the $ref keyword.

impl Serialize for Orderflow

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.