apple-quant-algorithmic 0.3.0

Apple Quant's algorithmic library.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
use smallvec::SmallVec;

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

#[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]>,
}