pub struct FillEvent {
    pub event_type: &'static str,
    pub trace_id: Uuid,
    pub timestamp: DateTime<Utc>,
    pub exchange: &'static str,
    pub symbol: String,
    pub market_meta: MarketMeta,
    pub decision: Decision,
    pub quantity: f64,
    pub fill_value_gross: f64,
    pub fees: Fees,
}
Expand description

Fills are journals of work done by an Execution handler. These are sent back to the portfolio so it can apply updates.

Fields

event_type: &'static strtrace_id: Uuidtimestamp: DateTime<Utc>exchange: &'static strsymbol: Stringmarket_meta: MarketMeta

Metadata propagated from source MarketEvent

decision: Decision

LONG, CloseLong, SHORT or CloseShort

quantity: f64

+ve or -ve Quantity depending on Decision

fill_value_gross: f64

abs(Quantity) * ClosePrice, excluding TotalFees

fees: Fees

All fee types incurred when executing an OrderEvent, and their associated FeeAmount.

Implementations

Returns a FillEventBuilder instance.

Trait Implementations

Returns a copy of the value. Read more

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This method tests less than (for self and other) and is used by the < operator. Read more

This method tests less than or equal to (for self and other) and is used by the <= operator. Read more

This method tests greater than (for self and other) and is used by the > operator. Read more

This method tests greater than or equal to (for self and other) and is used by the >= operator. Read more

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations

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