Struct Fill 

pub struct Fill {

    pub step: u32,
    pub ts_ns: i64,
    pub strategy_run_id: String,
    pub trade_id: u64,
    pub position_id: u64,
    pub order_id: u64,
    pub fill_seq: u32,
    pub underlying: String,
    pub expiration_ns: i64,
    pub contract_id: String,
    pub strike_cents: u64,
    pub style: OptionStyle,
    pub side: PositionSide,
    pub quantity: u32,
    pub price_cents: u64,
    pub fees_cents: u64,
    pub slippage_cents: i64,
    pub mode: ExecMode,
}

fills.parquet — one row per executed fill. A realistic order walking N price levels emits N rows; a naive order emits 1. UNIQUE and sort key (step, order_id, fill_seq) (docs/04-replay-mode.md §2.2).

The unsigned-domain fields (step, quantity, and the cents u64s) are the reader types; the checked try_from narrowing from the signed Parquet wire (a negative is BundleError::Invariant, never an as cast) is #31/#32.

Fields

step: u32

The engine step this fill belongs to.

ts_ns: i64

Event time — nanoseconds since the Unix epoch, UTC.

strategy_run_id: String

Producer run identity — equals BundleManifest::run_id (opaque).

trade_id: u64

The trade this fill is part of.

position_id: u64

The position (leg) this fill is against.

order_id: u64

The order this fill is part of.

fill_seq: u32

0-based fill index within the order (a realistic order emits several).

underlying: String

Underlying ticker — matches CONTRACT_ID_UNDERLYING_PATTERN (upper-case, colon-free).

expiration_ns: i64

The leg’s expiry as the resolved absolute UTC instant (nanoseconds since epoch) — never a relative offset; the reader never re-resolves it.

contract_id: String

Versioned join key (CONTRACT_ID_FORMAT).

strike_cents: u64

Strike price in integer cents (>= 0).

style: OptionStyle

Call or put. Wire strings call / put.

side: PositionSide

Long or short.

quantity: u32

Contract quantity (> 0).

price_cents: u64

Fill price in integer cents (>= 0).

fees_cents: u64

Fees in integer cents — always >= 0, subtracted in P&L.

slippage_cents: i64

Slippage in integer cents — signed; positive = adverse vs decision_mid.

mode: ExecMode

Which fill model produced this row.

Trait Implementations

impl Clone for Fill

fn clone(&self) -> Fill

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Fill

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Fill

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for Fill

fn eq(&self, other: &Fill) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for Fill

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for Fill