apple-quant-algorithmic 0.1.0

Apple Quant's algorithmic trading api
Documentation
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use smallvec::SmallVec;

use crate::{
	backend::RemoteOrderId,
	instrument::InstrumentSpec,
	liquidity::LiquidityEstimation,
	order::{PartialOrderFill, RemoteOrder},
};

#[derive(Debug)]
pub(super) struct OrderInWorking<IS: InstrumentSpec> {
	pub(super) remote_order_id: RemoteOrderId,
	pub(super) remote_order: RemoteOrder<IS>,
	pub(super) liquidity_estimation: LiquidityEstimation<IS>,
	pub(super) partial_order_fills: SmallVec<[PartialOrderFill<IS>; 4]>,
}