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//! Trade models.
use serde::{Deserialize, Serialize};
use super::macros::string_enum;
use super::{
AccountUnits, ClientExtensions, DateTime, DecimalNumber, InstrumentName, OrderId, PriceValue,
StopLossOrder, TakeProfitOrder, TradeId, TrailingStopLossOrder, TransactionId,
};
/// The specification of a Trade within an Account. This includes the full
/// representation of the Trade's dependent Orders in addition to the IDs of
/// those Orders.
#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
#[non_exhaustive]
pub struct Trade {
/// The Trade's identifier, unique within the Trade's Account.
#[serde(rename = "id", skip_serializing_if = "Option::is_none")]
pub id: Option<TradeId>,
/// The Trade's Instrument.
#[serde(rename = "instrument", skip_serializing_if = "Option::is_none")]
pub instrument: Option<InstrumentName>,
/// The execution price of the Trade.
#[serde(rename = "price", skip_serializing_if = "Option::is_none")]
pub price: Option<PriceValue>,
/// The date/time when the Trade was opened.
#[serde(rename = "openTime", skip_serializing_if = "Option::is_none")]
pub open_time: Option<DateTime>,
/// The `state` field.
#[serde(rename = "state", skip_serializing_if = "Option::is_none")]
pub state: Option<TradeState>,
/// The initial size of the Trade. Negative values indicate a short Trade,
/// and positive values indicate a long Trade.
#[serde(rename = "initialUnits", skip_serializing_if = "Option::is_none")]
pub initial_units: Option<DecimalNumber>,
/// The margin required at the time the Trade was created. Note, this is the
/// 'pure' margin required, it is not the 'effective' margin used that
/// factors in the trade risk if a GSLO is attached to the trade.
#[serde(
rename = "initialMarginRequired",
skip_serializing_if = "Option::is_none"
)]
pub initial_margin_required: Option<AccountUnits>,
/// The number of units currently open for the Trade. This value is reduced
/// to 0.0 as the Trade is closed.
#[serde(rename = "currentUnits", skip_serializing_if = "Option::is_none")]
pub current_units: Option<DecimalNumber>,
/// The total profit/loss realized on the closed portion of the Trade.
#[serde(rename = "realizedPL", skip_serializing_if = "Option::is_none")]
pub realized_pl: Option<AccountUnits>,
/// The unrealized profit/loss on the open portion of the Trade.
#[serde(rename = "unrealizedPL", skip_serializing_if = "Option::is_none")]
pub unrealized_pl: Option<AccountUnits>,
/// Margin currently used by the Trade.
#[serde(rename = "marginUsed", skip_serializing_if = "Option::is_none")]
pub margin_used: Option<AccountUnits>,
/// The average closing price of the Trade. Only present if the Trade has
/// been closed or reduced at least once.
#[serde(rename = "averageClosePrice", skip_serializing_if = "Option::is_none")]
pub average_close_price: Option<PriceValue>,
/// The IDs of the Transactions that have closed portions of this Trade.
#[serde(
rename = "closingTransactionIDs",
default,
skip_serializing_if = "Vec::is_empty"
)]
pub closing_transaction_ids: Vec<TransactionId>,
/// The financing paid/collected for this Trade.
#[serde(rename = "financing", skip_serializing_if = "Option::is_none")]
pub financing: Option<AccountUnits>,
/// The date/time when the Trade was fully closed. Only provided for Trades
/// whose state is CLOSED.
#[serde(rename = "closeTime", skip_serializing_if = "Option::is_none")]
pub close_time: Option<DateTime>,
/// The `clientExtensions` field.
#[serde(rename = "clientExtensions", skip_serializing_if = "Option::is_none")]
pub client_extensions: Option<ClientExtensions>,
/// The `takeProfitOrder` field.
#[serde(rename = "takeProfitOrder", skip_serializing_if = "Option::is_none")]
pub take_profit_order: Option<TakeProfitOrder>,
/// The `stopLossOrder` field.
#[serde(rename = "stopLossOrder", skip_serializing_if = "Option::is_none")]
pub stop_loss_order: Option<StopLossOrder>,
/// The `trailingStopLossOrder` field.
#[serde(
rename = "trailingStopLossOrder",
skip_serializing_if = "Option::is_none"
)]
pub trailing_stop_loss_order: Option<TrailingStopLossOrder>,
/// The total amount of dividend adjustment paid. This field is returned by
/// the live v20 API but is not present in OANDA's official documentation.
#[serde(rename = "dividendAdjustment", skip_serializing_if = "Option::is_none")]
pub dividend_adjustment: Option<DecimalNumber>,
/// The unrealized profit/loss inclusive of unsettled amounts. This field is
/// returned by the live v20 API but is not present in OANDA's official
/// documentation.
#[serde(rename = "trueUnrealizedPL", skip_serializing_if = "Option::is_none")]
pub true_unrealized_pl: Option<DecimalNumber>,
}
/// The summary of a Trade within an Account. This representation does not
/// provide the full details of the Trade's dependent Orders.
#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
#[non_exhaustive]
pub struct TradeSummary {
/// The Trade's identifier, unique within the Trade's Account.
#[serde(rename = "id", skip_serializing_if = "Option::is_none")]
pub id: Option<TradeId>,
/// The Trade's Instrument.
#[serde(rename = "instrument", skip_serializing_if = "Option::is_none")]
pub instrument: Option<InstrumentName>,
/// The execution price of the Trade.
#[serde(rename = "price", skip_serializing_if = "Option::is_none")]
pub price: Option<PriceValue>,
/// The date/time when the Trade was opened.
#[serde(rename = "openTime", skip_serializing_if = "Option::is_none")]
pub open_time: Option<DateTime>,
/// The `state` field.
#[serde(rename = "state", skip_serializing_if = "Option::is_none")]
pub state: Option<TradeState>,
/// The initial size of the Trade. Negative values indicate a short Trade,
/// and positive values indicate a long Trade.
#[serde(rename = "initialUnits", skip_serializing_if = "Option::is_none")]
pub initial_units: Option<DecimalNumber>,
/// The margin required at the time the Trade was created. Note, this is the
/// 'pure' margin required, it is not the 'effective' margin used that
/// factors in the trade risk if a GSLO is attached to the trade.
#[serde(
rename = "initialMarginRequired",
skip_serializing_if = "Option::is_none"
)]
pub initial_margin_required: Option<AccountUnits>,
/// The number of units currently open for the Trade. This value is reduced
/// to 0.0 as the Trade is closed.
#[serde(rename = "currentUnits", skip_serializing_if = "Option::is_none")]
pub current_units: Option<DecimalNumber>,
/// The total profit/loss realized on the closed portion of the Trade.
#[serde(rename = "realizedPL", skip_serializing_if = "Option::is_none")]
pub realized_pl: Option<AccountUnits>,
/// The unrealized profit/loss on the open portion of the Trade.
#[serde(rename = "unrealizedPL", skip_serializing_if = "Option::is_none")]
pub unrealized_pl: Option<AccountUnits>,
/// Margin currently used by the Trade.
#[serde(rename = "marginUsed", skip_serializing_if = "Option::is_none")]
pub margin_used: Option<AccountUnits>,
/// The average closing price of the Trade. Only present if the Trade has
/// been closed or reduced at least once.
#[serde(rename = "averageClosePrice", skip_serializing_if = "Option::is_none")]
pub average_close_price: Option<PriceValue>,
/// The IDs of the Transactions that have closed portions of this Trade.
#[serde(
rename = "closingTransactionIDs",
default,
skip_serializing_if = "Vec::is_empty"
)]
pub closing_transaction_ids: Vec<TransactionId>,
/// The financing paid/collected for this Trade.
#[serde(rename = "financing", skip_serializing_if = "Option::is_none")]
pub financing: Option<AccountUnits>,
/// The date/time when the Trade was fully closed. Only provided for Trades
/// whose state is CLOSED.
#[serde(rename = "closeTime", skip_serializing_if = "Option::is_none")]
pub close_time: Option<DateTime>,
/// The `clientExtensions` field.
#[serde(rename = "clientExtensions", skip_serializing_if = "Option::is_none")]
pub client_extensions: Option<ClientExtensions>,
/// ID of the Trade's Take Profit Order, only provided if such an Order
/// exists.
#[serde(rename = "takeProfitOrderID", skip_serializing_if = "Option::is_none")]
pub take_profit_order_id: Option<OrderId>,
/// ID of the Trade's Stop Loss Order, only provided if such an Order
/// exists.
#[serde(rename = "stopLossOrderID", skip_serializing_if = "Option::is_none")]
pub stop_loss_order_id: Option<OrderId>,
/// ID of the Trade's Trailing Stop Loss Order, only provided if such an
/// Order exists.
#[serde(
rename = "trailingStopLossOrderID",
skip_serializing_if = "Option::is_none"
)]
pub trailing_stop_loss_order_id: Option<OrderId>,
/// The total amount of dividend adjustment paid. This field is returned by
/// the live v20 API but is not present in OANDA's official documentation.
#[serde(rename = "dividendAdjustment", skip_serializing_if = "Option::is_none")]
pub dividend_adjustment: Option<DecimalNumber>,
/// The unrealized profit/loss inclusive of unsettled amounts. This field is
/// returned by the live v20 API but is not present in OANDA's official
/// documentation.
#[serde(rename = "trueUnrealizedPL", skip_serializing_if = "Option::is_none")]
pub true_unrealized_pl: Option<DecimalNumber>,
}
/// The dynamic (calculated) state of an open Trade
#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
#[non_exhaustive]
pub struct CalculatedTradeState {
/// The Trade's ID.
#[serde(rename = "id", skip_serializing_if = "Option::is_none")]
pub id: Option<TradeId>,
/// The Trade's unrealized profit/loss.
#[serde(rename = "unrealizedPL", skip_serializing_if = "Option::is_none")]
pub unrealized_pl: Option<AccountUnits>,
/// Margin currently used by the Trade.
#[serde(rename = "marginUsed", skip_serializing_if = "Option::is_none")]
pub margin_used: Option<AccountUnits>,
}
string_enum! {
/// The classification of TradePLs.
pub enum TradePL {
Positive => "POSITIVE",
Negative => "NEGATIVE",
Zero => "ZERO",
}
}
string_enum! {
/// The current state of the Trade.
pub enum TradeState {
Open => "OPEN",
Closed => "CLOSED",
CloseWhenTradeable => "CLOSE_WHEN_TRADEABLE",
}
}
string_enum! {
/// The state to filter the Trades by
pub enum TradeStateFilter {
Open => "OPEN",
Closed => "CLOSED",
CloseWhenTradeable => "CLOSE_WHEN_TRADEABLE",
All => "ALL",
}
}
/// A TradeOpen object represents a Trade for an instrument that was opened in
/// an Account. It is found embedded in Transactions that affect the position of
/// an instrument in the Account, specifically the OrderFill Transaction.
#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
#[non_exhaustive]
pub struct TradeOpen {
/// The ID of the Trade that was opened
#[serde(rename = "tradeID", skip_serializing_if = "Option::is_none")]
pub trade_id: Option<TradeId>,
/// The number of units opened by the Trade
#[serde(rename = "units", skip_serializing_if = "Option::is_none")]
pub units: Option<DecimalNumber>,
/// The average price that the units were opened at.
#[serde(rename = "price", skip_serializing_if = "Option::is_none")]
pub price: Option<PriceValue>,
/// This is the fee charged for opening the trade if it has a guaranteed
/// Stop Loss Order attached to it.
#[serde(
rename = "guaranteedExecutionFee",
skip_serializing_if = "Option::is_none"
)]
pub guaranteed_execution_fee: Option<AccountUnits>,
/// The `clientExtensions` field.
#[serde(rename = "clientExtensions", skip_serializing_if = "Option::is_none")]
pub client_extensions: Option<ClientExtensions>,
/// The half spread cost for the trade open. This can be a positive or
/// negative value and is represented in the home currency of the Account.
#[serde(rename = "halfSpreadCost", skip_serializing_if = "Option::is_none")]
pub half_spread_cost: Option<AccountUnits>,
/// The margin required at the time the Trade was created. Note, this is the
/// 'pure' margin required, it is not the 'effective' margin used that
/// factors in the trade risk if a GSLO is attached to the trade.
#[serde(
rename = "initialMarginRequired",
skip_serializing_if = "Option::is_none"
)]
pub initial_margin_required: Option<AccountUnits>,
/// The guaranteed execution fee expressed in the Instrument's quote
/// currency. This field is returned by the live v20 API but is not present
/// in OANDA's official documentation.
#[serde(
rename = "quoteGuaranteedExecutionFee",
skip_serializing_if = "Option::is_none"
)]
pub quote_guaranteed_execution_fee: Option<DecimalNumber>,
/// The cost of converting the guaranteed execution fee to the Account's
/// home currency. This field is returned by the live v20 API but is not
/// present in OANDA's official documentation.
#[serde(
rename = "guaranteedExecutionFeeHomeConversionCost",
skip_serializing_if = "Option::is_none"
)]
pub guaranteed_execution_fee_home_conversion_cost: Option<DecimalNumber>,
}
/// A TradeReduce object represents a Trade for an instrument that was reduced
/// (either partially or fully) in an Account. It is found embedded in
/// Transactions that affect the position of an instrument in the account,
/// specifically the OrderFill Transaction.
#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
#[non_exhaustive]
pub struct TradeReduce {
/// The ID of the Trade that was reduced or closed
#[serde(rename = "tradeID", skip_serializing_if = "Option::is_none")]
pub trade_id: Option<TradeId>,
/// The number of units that the Trade was reduced by
#[serde(rename = "units", skip_serializing_if = "Option::is_none")]
pub units: Option<DecimalNumber>,
/// The average price that the units were closed at. This price may be
/// clamped for guaranteed Stop Loss Orders.
#[serde(rename = "price", skip_serializing_if = "Option::is_none")]
pub price: Option<PriceValue>,
/// The PL realized when reducing the Trade
#[serde(rename = "realizedPL", skip_serializing_if = "Option::is_none")]
pub realized_pl: Option<AccountUnits>,
/// The financing paid/collected when reducing the Trade
#[serde(rename = "financing", skip_serializing_if = "Option::is_none")]
pub financing: Option<AccountUnits>,
/// This is the fee that is charged for closing the Trade if it has a
/// guaranteed Stop Loss Order attached to it.
#[serde(
rename = "guaranteedExecutionFee",
skip_serializing_if = "Option::is_none"
)]
pub guaranteed_execution_fee: Option<AccountUnits>,
/// The half spread cost for the trade reduce/close. This can be a positive
/// or negative value and is represented in the home currency of the
/// Account.
#[serde(rename = "halfSpreadCost", skip_serializing_if = "Option::is_none")]
pub half_spread_cost: Option<AccountUnits>,
/// The financing paid or collected in the Instrument's base currency. This
/// field is returned by the live v20 API but is not present in OANDA's
/// official documentation.
#[serde(rename = "baseFinancing", skip_serializing_if = "Option::is_none")]
pub base_financing: Option<DecimalNumber>,
/// The guaranteed execution fee expressed in the Instrument's quote
/// currency. This field is returned by the live v20 API but is not present
/// in OANDA's official documentation.
#[serde(
rename = "quoteGuaranteedExecutionFee",
skip_serializing_if = "Option::is_none"
)]
pub quote_guaranteed_execution_fee: Option<DecimalNumber>,
/// The financing rate in effect for the reduced Trade. This field is
/// returned by the live v20 API but is not present in OANDA's official
/// documentation.
#[serde(rename = "financingRate", skip_serializing_if = "Option::is_none")]
pub financing_rate: Option<DecimalNumber>,
/// The total cost of currency conversions, in the Account's home currency.
/// This field is returned by the live v20 API but is not present in OANDA's
/// official documentation.
#[serde(rename = "homeConversionCost", skip_serializing_if = "Option::is_none")]
pub home_conversion_cost: Option<DecimalNumber>,
/// The cost of converting the realized profit/loss to the Account's home
/// currency. This field is returned by the live v20 API but is not present
/// in OANDA's official documentation.
#[serde(
rename = "plHomeConversionCost",
skip_serializing_if = "Option::is_none"
)]
pub pl_home_conversion_cost: Option<DecimalNumber>,
/// The cost of converting the base financing to the Account's home
/// currency. This field is returned by the live v20 API but is not present
/// in OANDA's official documentation.
#[serde(
rename = "baseFinancingHomeConversionCost",
skip_serializing_if = "Option::is_none"
)]
pub base_financing_home_conversion_cost: Option<DecimalNumber>,
/// The cost of converting the guaranteed execution fee to the Account's
/// home currency. This field is returned by the live v20 API but is not
/// present in OANDA's official documentation.
#[serde(
rename = "guaranteedExecutionFeeHomeConversionCost",
skip_serializing_if = "Option::is_none"
)]
pub guaranteed_execution_fee_home_conversion_cost: Option<DecimalNumber>,
}
/// OpenTradeFinancing is used to pay/collect daily financing charge for an open
/// Trade within an Account
#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
#[non_exhaustive]
pub struct OpenTradeFinancing {
/// The ID of the Trade that financing is being paid/collected for.
#[serde(rename = "tradeID", skip_serializing_if = "Option::is_none")]
pub trade_id: Option<TradeId>,
/// The amount of financing paid/collected for the Trade.
#[serde(rename = "financing", skip_serializing_if = "Option::is_none")]
pub financing: Option<AccountUnits>,
/// The amount of financing paid/collected in the Instrument's base
/// currency. This field is returned by the live v20 API but is not present
/// in OANDA's official documentation.
#[serde(rename = "baseFinancing", skip_serializing_if = "Option::is_none")]
pub base_financing: Option<DecimalNumber>,
/// The financing rate in effect for the Trade. This field is returned by
/// the live v20 API but is not present in OANDA's official documentation.
#[serde(rename = "financingRate", skip_serializing_if = "Option::is_none")]
pub financing_rate: Option<DecimalNumber>,
/// The total cost of currency conversions for the Trade's financing, in the
/// Account's home currency. This field is returned by the live v20 API but
/// is not present in OANDA's official documentation.
#[serde(rename = "homeConversionCost", skip_serializing_if = "Option::is_none")]
pub home_conversion_cost: Option<DecimalNumber>,
/// The cost of converting the base financing to the Account's home
/// currency. This field is returned by the live v20 API but is not present
/// in OANDA's official documentation.
#[serde(
rename = "baseHomeConversionCost",
skip_serializing_if = "Option::is_none"
)]
pub base_home_conversion_cost: Option<DecimalNumber>,
}