Struct OrderFilledEvent 

pub struct OrderFilledEvent {
    pub exchange: ExchangeId,
    pub instrument: InstrumentId,
    pub client_id: ClientOrderId,
    pub trade_id: TradeId,
    pub side: OrderSide,
    pub price: Price,
    pub qty: Qty,
    pub net_qty: Qty,
    pub fee: Fee,
    pub ts: i64,
}

Order filled (partial or full) - derived from userFills

Fields

exchange: ExchangeId

Exchange that reported the fill.

instrument: InstrumentId

Instrument that filled.

client_id: ClientOrderId

Client order ID associated with the fill.

trade_id: TradeId

Exchange trade ID or stable derived fill key.

side: OrderSide

Side of the filled order.

price: Price

Execution price.

qty: Qty

Gross quantity filled (as reported by exchange)

net_qty: Qty

Net quantity received/spent after fee deduction. For spot BUY: qty - fee (if fee is in base asset) For spot SELL: qty (fee is in quote asset) For perps: same as qty (fees don’t affect position size)

fee: Fee

Fee paid for this fill.

ts: i64

Event timestamp in milliseconds since the Unix epoch.

Trait Implementations

impl Clone for OrderFilledEvent

fn clone(&self) -> OrderFilledEvent

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderFilledEvent

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderFilledEvent

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for OrderFilledEvent

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

where __S: Serializer,

Serialize this value into the given Serde serializer.