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 str
trace_id: Uuid
timestamp: DateTime<Utc>
exchange: &'static str
symbol: String
market_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
sourceimpl FillEvent
impl FillEvent
pub const EVENT_TYPE: &'static str
sourcepub fn builder() -> FillEventBuilder
pub fn builder() -> FillEventBuilder
Returns a FillEventBuilder
instance.
Trait Implementations
sourceimpl Deserialize<'static> for FillEvent
impl Deserialize<'static> for FillEvent
sourcefn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'static>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'static>,
Deserialize this value from the given Serde deserializer. Read more
sourceimpl PartialOrd<FillEvent> for FillEvent
impl PartialOrd<FillEvent> for FillEvent
sourcefn partial_cmp(&self, other: &FillEvent) -> Option<Ordering>
fn partial_cmp(&self, other: &FillEvent) -> Option<Ordering>
This method returns an ordering between self
and other
values if one exists. Read more
1.0.0 · sourcefn lt(&self, other: &Rhs) -> bool
fn lt(&self, other: &Rhs) -> bool
This method tests less than (for self
and other
) and is used by the <
operator. Read more
1.0.0 · sourcefn le(&self, other: &Rhs) -> bool
fn le(&self, other: &Rhs) -> bool
This method tests less than or equal to (for self
and other
) and is used by the <=
operator. Read more
impl StructuralPartialEq for FillEvent
Auto Trait Implementations
impl RefUnwindSafe for FillEvent
impl Send for FillEvent
impl Sync for FillEvent
impl Unpin for FillEvent
impl UnwindSafe for FillEvent
Blanket Implementations
sourceimpl<T> BorrowMut<T> for T where
T: ?Sized,
impl<T> BorrowMut<T> for T where
T: ?Sized,
const: unstable · sourcefn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
sourceimpl<T> Instrument for T
impl<T> Instrument for T
sourcefn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
sourcefn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
sourceimpl<T> ToOwned for T where
T: Clone,
impl<T> ToOwned for T where
T: Clone,
type Owned = T
type Owned = T
The resulting type after obtaining ownership.
sourcefn clone_into(&self, target: &mut T)
fn clone_into(&self, target: &mut T)
toowned_clone_into
)Uses borrowed data to replace owned data, usually by cloning. Read more
impl<V, T> VZip<V> for T where
V: MultiLane<T>,
impl<V, T> VZip<V> for T where
V: MultiLane<T>,
fn vzip(self) -> V
sourceimpl<T> WithSubscriber for T
impl<T> WithSubscriber for T
sourcefn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> where
S: Into<Dispatch>,
fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> where
S: Into<Dispatch>,
Attaches the provided Subscriber
to this type, returning a
WithDispatch
wrapper. Read more
sourcefn with_current_subscriber(self) -> WithDispatch<Self>
fn with_current_subscriber(self) -> WithDispatch<Self>
Attaches the current default Subscriber
to this type, returning a
WithDispatch
wrapper. Read more