Struct Order 

pub struct Order {

    pub order_id: i32,
    pub solicited: bool,
    pub client_id: i32,
    pub perm_id: i32,
    pub action: Action,
    pub total_quantity: f64,
    pub order_type: String,
    pub limit_price: Option<f64>,
    pub aux_price: Option<f64>,
    pub tif: TimeInForce,
    pub oca_group: String,
    pub oca_type: OcaType,
    pub order_ref: String,
    pub transmit: bool,
    pub parent_id: i32,
    pub block_order: bool,
    pub sweep_to_fill: bool,
    pub display_size: Option<i32>,
    pub trigger_method: TriggerMethod,
    pub outside_rth: bool,
    pub hidden: bool,
    pub good_after_time: String,
    pub good_till_date: String,
    pub override_percentage_constraints: bool,
    pub rule_80_a: Option<Rule80A>,
    pub all_or_none: bool,
    pub min_qty: Option<i32>,
    pub percent_offset: Option<f64>,
    pub trail_stop_price: Option<f64>,
    pub trailing_percent: Option<f64>,
    pub fa_group: String,
    pub fa_profile: String,
    pub fa_method: String,
    pub fa_percentage: String,
    pub open_close: Option<OrderOpenClose>,
    pub origin: OrderOrigin,
    pub short_sale_slot: ShortSaleSlot,
    pub designated_location: String,
    pub exempt_code: i32,
    pub discretionary_amt: f64,
    pub opt_out_smart_routing: bool,
    pub auction_strategy: Option<AuctionStrategy>,
    pub starting_price: Option<f64>,
    pub stock_ref_price: Option<f64>,
    pub delta: Option<f64>,
    pub stock_range_lower: Option<f64>,
    pub stock_range_upper: Option<f64>,
    pub volatility: Option<f64>,
    pub volatility_type: Option<VolatilityType>,
    pub continuous_update: bool,
    pub reference_price_type: Option<ReferencePriceType>,
    pub delta_neutral_order_type: String,
    pub delta_neutral_aux_price: Option<f64>,
    pub delta_neutral_con_id: i32,
    pub delta_neutral_settling_firm: String,
    pub delta_neutral_clearing_account: String,
    pub delta_neutral_clearing_intent: String,
    pub delta_neutral_open_close: String,
    pub delta_neutral_short_sale: bool,
    pub delta_neutral_short_sale_slot: i32,
    pub delta_neutral_designated_location: String,
    pub basis_points: Option<f64>,
    pub basis_points_type: Option<i32>,
    pub scale_init_level_size: Option<i32>,
    pub scale_subs_level_size: Option<i32>,
    pub scale_price_increment: Option<f64>,
    pub scale_price_adjust_value: Option<f64>,
    pub scale_price_adjust_interval: Option<i32>,
    pub scale_profit_offset: Option<f64>,
    pub scale_auto_reset: bool,
    pub scale_init_position: Option<i32>,
    pub scale_init_fill_qty: Option<i32>,
    pub scale_random_percent: bool,
    pub hedge_type: String,
    pub hedge_param: String,
    pub account: String,
    pub settling_firm: String,
    pub clearing_account: String,
    pub clearing_intent: String,
    pub algo_strategy: String,
    pub algo_params: Vec<TagValue>,
    pub what_if: bool,
    pub algo_id: String,
    pub not_held: bool,
    pub smart_combo_routing_params: Vec<TagValue>,
    pub order_combo_legs: Vec<OrderComboLeg>,
    pub order_misc_options: Vec<TagValue>,
    pub active_start_time: String,
    pub active_stop_time: String,
    pub scale_table: String,
    pub model_code: String,
    pub ext_operator: String,
    pub cash_qty: Option<f64>,
    pub mifid2_decision_maker: String,
    pub mifid2_decision_algo: String,
    pub mifid2_execution_trader: String,
    pub mifid2_execution_algo: String,
    pub dont_use_auto_price_for_hedge: bool,
    pub auto_cancel_date: String,
    pub filled_quantity: f64,
    pub ref_futures_con_id: Option<i32>,
    pub auto_cancel_parent: bool,
    pub shareholder: String,
    pub imbalance_only: bool,
    pub route_marketable_to_bbo: bool,
    pub parent_perm_id: Option<i64>,
    pub advanced_error_override: String,
    pub manual_order_time: String,
    pub min_trade_qty: Option<i32>,
    pub min_compete_size: Option<i32>,
    pub compete_against_best_offset: Option<f64>,
    pub mid_offset_at_whole: Option<f64>,
    pub mid_offset_at_half: Option<f64>,
    pub randomize_size: bool,
    pub randomize_price: bool,
    pub reference_contract_id: i32,
    pub is_pegged_change_amount_decrease: bool,
    pub pegged_change_amount: Option<f64>,
    pub reference_change_amount: Option<f64>,
    pub reference_exchange: String,
    pub adjusted_order_type: String,
    pub trigger_price: Option<f64>,
    pub limit_price_offset: Option<f64>,
    pub adjusted_stop_price: Option<f64>,
    pub adjusted_stop_limit_price: Option<f64>,
    pub adjusted_trailing_amount: Option<f64>,
    pub adjustable_trailing_unit: i32,
    pub conditions: Vec<OrderCondition>,
    pub conditions_ignore_rth: bool,
    pub conditions_cancel_order: bool,
    pub soft_dollar_tier: SoftDollarTier,
    pub is_oms_container: bool,
    pub discretionary_up_to_limit_price: bool,
    pub use_price_mgmt_algo: bool,
    pub duration: Option<i32>,
    pub post_to_ats: Option<i32>,
    pub customer_account: String,
    pub professional_customer: bool,
    pub bond_accrued_interest: String,
    pub include_overnight: bool,
    pub manual_order_indicator: Option<i32>,
    pub submitter: String,
}

Order describes the order.

Fields

order_id: i32

The API client’s order id.

solicited: bool

The Solicited field should be used for orders initiated or recommended by the broker or adviser that were approved by the client (by phone, email, chat, verbally, etc.) prior to entry. Please note that orders that the adviser or broker placed without specifically discussing with the client are discretionary orders, not solicited.

client_id: i32

The API client id which placed the order.

perm_id: i32

The Host order identifier.

action: Action

Identifies the side. Generally available values are BUY and SELL. Additionally, SSHORT and SLONG are available in some institutional-accounts only. For general account types, a SELL order will be able to enter a short position automatically if the order quantity is larger than your current long position. SSHORT is only supported for institutional account configured with Long/Short account segments or clearing with a separate account. SLONG is available in specially-configured institutional accounts to indicate that long position not yet delivered is being sold.

total_quantity: f64

The number of positions being bought/sold.

order_type: String

The order’s type.

limit_price: Option<f64>

The LIMIT price. Used for limit, stop-limit and relative orders. In all other cases specify zero. For relative orders with no limit price, also specify zero.

aux_price: Option<f64>

Generic field to contain the stop price for STP LMT orders, trailing amount, etc.

tif: TimeInForce

The time in force - specifies how long the order remains active.

See TimeInForce for available options and their behavior.

oca_group: String

One-Cancels-All group identifier.

oca_type: OcaType

Tells how to handle remaining orders in an OCA group when one order or part of an order executes.

See OcaType for available options. “With block” provides overfill protection by ensuring only one order in the group is routed at a time.

order_ref: String

The order reference. Intended for institutional customers only, although all customers may use it to identify the API client that sent the order when multiple API clients are running.

transmit: bool

Specifies whether the order will be transmitted by TWS. If set to false, the order will be created at TWS but will not be sent.

parent_id: i32

The order ID of the parent order, used for bracket and auto trailing stop orders.

block_order: bool

If set to true, specifies that the order is an ISE Block order.

sweep_to_fill: bool

If set to true, specifies that the order is a Sweep-to-Fill order.

display_size: Option<i32>

The publicly disclosed order size, used when placing Iceberg orders.

trigger_method: TriggerMethod

Specifies how Simulated Stop, Stop-Limit and Trailing Stop orders are triggered.

See conditions::TriggerMethod for available options.

outside_rth: bool

If set to true, allows orders to also trigger or fill outside of regular trading hours.

hidden: bool

If set to true, the order will not be visible when viewing the market depth. This option only applies to orders routed to the NASDAQ exchange.

good_after_time: String

Specifies the date and time after which the order will be active. Format: yyyymmdd hh:mm:ss {optional Timezone}.

good_till_date: String

The date and time until the order will be active. You must enter GTD as the time in force to use this string. The trade’s “Good Till Date,” format “yyyyMMdd HH:mm:ss (optional time zone)” or UTC “yyyyMMdd-HH:mm:ss”.

override_percentage_constraints: bool

Overrides TWS constraints. Precautionary constraints are defined on the TWS Presets page, and help ensure that your price and size order values are reasonable. Orders sent from the API are also validated against these safety constraints, and may be rejected if any constraint is violated. To override validation, set this parameter’s value to True.

rule_80_a: Option<Rule80A>

NYSE Rule 80A designation values:

• Individual = I
• Agency = A
• AgentOtherMember = W
• IndividualPTIA = J
• AgencyPTIA = U
• AgentOtherMemberPTIA = M
• IndividualPT = K
• AgencyPT = Y
• AgentOtherMemberPT = N

all_or_none: bool

Indicates whether or not all the order has to be filled on a single execution.

min_qty: Option<i32>

Identifies a minimum quantity order type.

percent_offset: Option<f64>

The percent offset amount for relative orders.

trail_stop_price: Option<f64>

Trail stop price for TRAIL LIMIT orders.

trailing_percent: Option<f64>

Specifies the trailing amount of a trailing stop order as a percentage.

Observe the following guidelines when using the trailingPercent field:

• This field is mutually exclusive with the existing trailing amount. That is, the API client can send one or the other but not both.
• This field is read AFTER the stop price (barrier price) as follows: deltaNeutralAuxPrice stopPrice, trailingPercent, scale order attributes.
• The field will also be sent to the API in the openOrder message if the API client version is >= 56. It is sent after the stopPrice field as follows: stopPrice, trailingPct, basisPoint.

fa_group: String

The Financial Advisor group the trade will be allocated to. Use an empty string if not applicable.

fa_profile: String

The Financial Advisor allocation profile the trade will be allocated to. Use an empty string if not applicable.

fa_method: String

The Financial Advisor allocation method the trade will be allocated to. Use an empty string if not applicable.

fa_percentage: String

The Financial Advisor percentage concerning the trade’s allocation. Use an empty string if not applicable.

open_close: Option<OrderOpenClose>

For institutional customers only. Valid values are O (open) and C (close).

Available for institutional clients to determine if this order is to open or close a position.

• When Action = “BUY” and OpenClose = “O” this will open a new position.
• When Action = “BUY” and OpenClose = “C” this will close an existing short position.

origin: OrderOrigin

The order’s origin. Same as TWS “Origin” column. Identifies the type of customer from which the order originated.

See OrderOrigin for available options.

short_sale_slot: ShortSaleSlot

For institutions only. Specifies the short sale slot.

See ShortSaleSlot for available options.

designated_location: String

For institutions only. Indicates the location where the shares to short come from. Used only when short sale slot is set to ThirdParty.

exempt_code: i32

Only available with IB Execution-Only accounts with applicable securities. Mark order as exempt from short sale uptick rule.

discretionary_amt: f64

The amount off the limit price allowed for discretionary orders.

opt_out_smart_routing: bool

Use to opt out of default SmartRouting for orders routed directly to ASX. This attribute defaults to false unless explicitly set to true. When set to false, orders routed directly to ASX will NOT use SmartRouting. When set to true, orders routed directly to ASX orders WILL use SmartRouting.

auction_strategy: Option<AuctionStrategy>

For BOX orders only.

See AuctionStrategy for available options.

starting_price: Option<f64>

The auction’s starting price. For BOX orders only.

stock_ref_price: Option<f64>

The stock’s reference price. The reference price is used for VOL orders to compute the limit price sent to an exchange (whether or not Continuous Update is selected), and for price range monitoring.

delta: Option<f64>

The stock’s Delta. For orders on BOX only.

stock_range_lower: Option<f64>

The lower value for the acceptable underlying stock price range. For price improvement option orders on BOX and VOL orders with dynamic management.

stock_range_upper: Option<f64>

The upper value for the acceptable underlying stock price range. For price improvement option orders on BOX and VOL orders with dynamic management.

volatility: Option<f64>

The option price in volatility, as calculated by TWS’ Option Analytics. This value is expressed as a percent and is used to calculate the limit price sent to the exchange.

volatility_type: Option<VolatilityType>

VOL orders only. See VolatilityType for available options.

continuous_update: bool

Specifies whether TWS will automatically update the limit price of the order as the underlying price moves. VOL orders only.

reference_price_type: Option<ReferencePriceType>

Specifies how you want TWS to calculate the limit price for options, and for stock range price monitoring. VOL orders only.

See ReferencePriceType for available options.

delta_neutral_order_type: String

Enter an order type to instruct TWS to submit a delta neutral trade on full or partial execution of the VOL order. VOL orders only. For no hedge delta order to be sent, specify NONE.

delta_neutral_aux_price: Option<f64>

Use this field to enter a value if the value in the deltaNeutralOrderType field is an order type that requires an Aux price, such as a REL order. VOL orders only.

delta_neutral_con_id: i32

The unique contract identifier specifying the security in Delta Neutral order.

delta_neutral_settling_firm: String

Indicates the firm which will settle the Delta Neutral trade. Institutions only.

delta_neutral_clearing_account: String

Specifies the beneficiary of the Delta Neutral order.

delta_neutral_clearing_intent: String

Specifies where the clients want their shares to be cleared at. Must be specified by execution-only clients.

Valid values are:

• IB
• Away
• PTA (post trade allocation)

delta_neutral_open_close: String

Specifies whether the order is an Open or a Close order and is used when the hedge involves a CFD and and the order is clearing away.

delta_neutral_short_sale: bool

Used when the hedge involves a stock and indicates whether or not it is sold short.

delta_neutral_short_sale_slot: i32

Indicates a short sale Delta Neutral order. Has a value of 1 (the clearing broker holds shares) or 2 (delivered from a third party). If you use 2, then you must specify a deltaNeutralDesignatedLocation.

delta_neutral_designated_location: String

Identifies third party order origin. Used only when deltaNeutralShortSaleSlot = 2.

basis_points: Option<f64>

Specifies Basis Points for EFP order. The values increment in 0.01% = 1 basis point. For EFP orders only.

basis_points_type: Option<i32>

Specifies the increment of the Basis Points. For EFP orders only.

scale_init_level_size: Option<i32>

Defines the size of the first, or initial, order component. For Scale orders only.

scale_subs_level_size: Option<i32>

Defines the order size of the subsequent scale order components. For Scale orders only. Used in conjunction with scaleInitLevelSize().

scale_price_increment: Option<f64>

Defines the price increment between scale components. For Scale orders only. This value is compulsory.

scale_price_adjust_value: Option<f64>

Modifies the value of the Scale order. For extended Scale orders.

scale_price_adjust_interval: Option<i32>

Specifies the interval when the price is adjusted. For extended Scale orders.

scale_profit_offset: Option<f64>

Specifies the offset when to adjust profit. For extended scale orders.

scale_auto_reset: bool

Restarts the Scale series if the order is cancelled. For extended scale orders.

scale_init_position: Option<i32>

The initial position of the Scale order. For extended scale orders.

scale_init_fill_qty: Option<i32>

Specifies the initial quantity to be filled. For extended scale orders.

scale_random_percent: bool

Defines the random percent by which to adjust the position. For extended scale orders.

hedge_type: String

For hedge orders.

Possible values include:

• D - Delta
• B - Beta
• F - FX
• P - Pair

hedge_param: String

For hedge orders. Beta = x for Beta hedge orders, ratio = y for Pair hedge order

account: String

The account the trade will be allocated to.

settling_firm: String

Indicates the firm which will settle the trade. Institutions only.

clearing_account: String

Specifies the true beneficiary of the order. For IBExecution customers. This value is required for FUT/FOP orders for reporting to the exchange.

clearing_intent: String

For execution-only clients to know where do they want their shares to be cleared at.

Valid values are:

• IB
• Away
• PTA (post trade allocation)

algo_strategy: String

The algorithm strategy.

As of API version 9.6, the following algorithms are supported:

• ArrivalPx - Arrival Price
• DarkIce - Dark Ice
• PctVol - Percentage of Volume
• Twap - TWAP (Time Weighted Average Price)
• Vwap - VWAP (Volume Weighted Average Price)

For more information about IB’s API algorithms, refer to https://www.interactivebrokers.com/en/software/api/apiguide/tables/ibalgo_parameters.htm

algo_params: Vec<TagValue>

The list of parameters for the IB algorithm. For more information about IB’s API algorithms, refer to https://www.interactivebrokers.com/en/software/api/apiguide/tables/ibalgo_parameters.htm

what_if: bool

Allows to retrieve the commissions and margin information. When placing an order with this attribute set to true, the order will not be placed as such. Instead it will used to request the commissions and margin information that would result from this order.

algo_id: String

Identifies orders generated by algorithmic trading.

not_held: bool

Orders routed to IBDARK are tagged as “post only” and are held in IB’s order book, where incoming SmartRouted orders from other IB customers are eligible to trade against them. For IBDARK orders only.

smart_combo_routing_params: Vec<TagValue>

Advanced parameters for Smart combo routing. These features are for both guaranteed and non-guaranteed combination orders routed to Smart, and are available based on combo type and order type. SmartComboRoutingParams is similar to AlgoParams in that it makes use of tag/value pairs to add parameters to combo orders. Make sure that you fully understand how Advanced Combo Routing works in TWS itself first: https://guides.interactivebrokers.com/tws/twsguide.htm#usersguidebook/specializedorderentry/advanced_combo_routing.htm The parameters cover the following capabilities:

• Non-Guaranteed - Determine if the combo order is Guaranteed or Non-Guaranteed.
  Tag = NonGuaranteed
  Value = 0: The order is guaranteed
  Value = 1: The order is non-guaranteed

• Select Leg to Fill First - User can specify which leg to be executed first.
  Tag = LeginPrio
  Value = -1: No priority is assigned to either combo leg
  Value = 0: Priority is assigned to the first leg being added to the comboLeg
  Value = 1: Priority is assigned to the second leg being added to the comboLeg
  Note: The LeginPrio parameter can only be applied to two-legged combo.

• Maximum Leg-In Combo Size - Specify the maximum allowed leg-in size per segment
  Tag = MaxSegSize
  Value = Unit of combo size

• Do Not Start Next Leg-In if Previous Leg-In Did Not Finish - Specify whether or not the system should attempt to fill the next segment before the current segment fills.
  Tag = DontLeginNext
  Value = 0: Start next leg-in even if previous leg-in did not finish
  Value = 1: Do not start next leg-in if previous leg-in did not finish

• Price Condition - Combo order will be rejected or cancelled if the leg market price is outside of the specified price range [CondPriceMin, CondPriceMax]
  Tag = PriceCondConid: The ContractID of the combo leg to specify price condition on
  Value = The ContractID
  Tag = CondPriceMin: The lower price range of the price condition
  Value = The lower price
  Tag = CondPriceMax: The upper price range of the price condition
  Value = The upper price

order_combo_legs: Vec<OrderComboLeg>

List of Per-leg price following the same sequence combo legs are added. The combo price must be left unspecified when using per-leg prices.

order_misc_options: Vec<TagValue>

For internal use only. Use the default value XYZ.

active_start_time: String

Defines the start time of GTC orders.

active_stop_time: String

Defines the stop time of GTC orders.

scale_table: String

The list of scale orders. Used for scale orders.

model_code: String

Is used to place an order to a model. For example, “Technology” model can be used for tech stocks first created in TWS.

ext_operator: String

This is a regulatory attribute that applies to all US Commodity (Futures) Exchanges, provided to allow client to comply with CFTC Tag 50 Rules.

cash_qty: Option<f64>

The native cash quantity.

mifid2_decision_maker: String

Identifies a person as the responsible party for investment decisions within the firm. Orders covered by MiFID 2 (Markets in Financial Instruments Directive 2) must include either Mifid2DecisionMaker or Mifid2DecisionAlgo field (but not both). Requires TWS 969+.

mifid2_decision_algo: String

Identifies the algorithm responsible for investment decisions within the firm. Orders covered under MiFID 2 must include either Mifid2DecisionMaker or Mifid2DecisionAlgo, but cannot have both. Requires TWS 969+.

mifid2_execution_trader: String

For MiFID 2 reporting; identifies a person as the responsible party for the execution of a transaction within the firm. Requires TWS 969+.

mifid2_execution_algo: String

For MiFID 2 reporting; identifies the algorithm responsible for the execution of a transaction within the firm. Requires TWS 969+.

dont_use_auto_price_for_hedge: bool

Don’t use auto price for hedge.

auto_cancel_date: String

Specifies the date to auto cancel the order.

filled_quantity: f64

Specifies the initial order quantity to be filled.

ref_futures_con_id: Option<i32>

Identifies the reference future conId.

auto_cancel_parent: bool

Cancels the parent order if child order was cancelled.

shareholder: String

Identifies the Shareholder.

imbalance_only: bool

Used to specify “imbalance only open orders” or “imbalance only closing orders”.

route_marketable_to_bbo: bool

Routes market order to Best Bid Offer.

parent_perm_id: Option<i64>

Parent order Id.

advanced_error_override: String

Accepts a list with parameters obtained from advancedOrderRejectJson.

manual_order_time: String

Used by brokers and advisors when manually entering, modifying or cancelling orders at the direction of a client. Only used when allocating orders to specific groups or accounts. Excluding “All” group.

min_trade_qty: Option<i32>

Defines the minimum trade quantity to fill. For IBKRATS orders.

min_compete_size: Option<i32>

Defines the minimum size to compete. For IBKRATS orders.

compete_against_best_offset: Option<f64>

Specifies the offset off the midpoint that will be applied to the order. For IBKRATS orders.

mid_offset_at_whole: Option<f64>

his offset is applied when the spread is an even number of cents wide. This offset must be in whole-penny increments or zero. For IBKRATS orders.

mid_offset_at_half: Option<f64>

This offset is applied when the spread is an odd number of cents wide. This offset must be in half-penny increments. For IBKRATS orders.

randomize_size: bool

Randomizes the order’s size. Only for Volatility and Pegged to Volatility orders.

randomize_price: bool

Randomizes the order’s price. Only for Volatility and Pegged to Volatility orders.

reference_contract_id: i32

Pegged-to-benchmark orders: this attribute will contain the conId of the contract against which the order will be pegged.

is_pegged_change_amount_decrease: bool

Pegged-to-benchmark orders: indicates whether the order’s pegged price should increase or decreases.

pegged_change_amount: Option<f64>

Pegged-to-benchmark orders: amount by which the order’s pegged price should move.

reference_change_amount: Option<f64>

Pegged-to-benchmark orders: the amount the reference contract needs to move to adjust the pegged order.

reference_exchange: String

Pegged-to-benchmark orders: the exchange against which we want to observe the reference contract.

adjusted_order_type: String

Adjusted Stop orders: the parent order will be adjusted to the given type when the adjusted trigger price is penetrated.

trigger_price: Option<f64>

Adjusted Stop orders: specifies the trigger price to execute.

limit_price_offset: Option<f64>

Adjusted Stop orders: specifies the price offset for the stop to move in increments.

adjusted_stop_price: Option<f64>

Adjusted Stop orders: specifies the stop price of the adjusted (STP) parent.

adjusted_stop_limit_price: Option<f64>

Adjusted Stop orders: specifies the stop limit price of the adjusted (STPL LMT) parent.

adjusted_trailing_amount: Option<f64>

Adjusted Stop orders: specifies the trailing amount of the adjusted (TRAIL) parent.

adjustable_trailing_unit: i32

Adjusted Stop orders: specifies where the trailing unit is an amount (set to 0) or a percentage (set to 1)

conditions: Vec<OrderCondition>

Conditions determining when the order will be activated or canceled.

conditions_ignore_rth: bool

Indicates whether or not conditions will also be valid outside Regular Trading Hours.

conditions_cancel_order: bool

Conditions can determine if an order should become active or canceled.

soft_dollar_tier: SoftDollarTier

Define the Soft Dollar Tier used for the order. Only provided for registered professional advisors and hedge and mutual funds.

is_oms_container: bool

Set to true to create tickets from API orders when TWS is used as an OMS.

discretionary_up_to_limit_price: bool

Set to true to convert order of type ‘Primary Peg’ to ‘D-Peg’.

use_price_mgmt_algo: bool

Specifies wether to use Price Management Algo. CTCI users only.

duration: Option<i32>

Specifies the duration of the order. Format: yyyymmdd hh:mm:ss TZ. For GTD orders.

post_to_ats: Option<i32>

Value must be positive, and it is number of seconds that SMART order would be parked for at IBKRATS before being routed to exchange.

customer_account: String

Customer account information for completed orders.

professional_customer: bool

Indicates if this is a professional customer order.

bond_accrued_interest: String

Accrued interest for bond orders.

include_overnight: bool

Include overnight trading.

manual_order_indicator: Option<i32>

Manual order indicator.

submitter: String

Identifies the submitter of the order.

Implementations

impl Order

pub fn is_delta_neutral(&self) -> bool

Returns true if delta-neutral parameters are configured.

pub fn is_scale_order(&self) -> bool

Returns true if scale order parameters are configured.

Trait Implementations

impl Clone for Order

fn clone(&self) -> Order

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl ComposeSchema for Order

fn compose(generics: Vec<RefOr<Schema>>) -> RefOr<Schema>

impl Debug for Order

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

Formats the value using the given formatter.

impl Default for Order

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for Order

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for Order

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for Order

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl ToSchema for Order

fn name() -> Cow<'static, str>

Return name of the schema.

fn schemas(schemas: &mut Vec<(String, RefOr<Schema>)>)

Implement reference utoipa::openapi::schema::Schemas for this type.

impl StructuralPartialEq for Order