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//! Algo trading channel models (`orders-algo`, `algo-advance`).
//!
//! Private channels; login required.
use serde::Deserialize;
use serde_json::Value;
use super::ExtraFields;
use crate::model::NumberString;
/// Linked regular order reference carried on an algo order.
#[derive(Debug, Clone, Default, Deserialize)]
#[serde(rename_all = "camelCase")]
#[non_exhaustive]
pub struct LinkedOrder {
/// OKX-assigned order ID of the linked regular order.
#[serde(default)]
pub ord_id: String,
}
/// Private `orders-algo` channel row.
///
/// OKX docs: <https://www.okx.com/docs-v5/en/#order-book-trading-algo-trading-ws-algo-orders-channel>
#[derive(Debug, Clone, Default, Deserialize)]
#[serde(rename_all = "camelCase")]
#[non_exhaustive]
pub struct AlgoOrderUpdate {
/// Instrument type, e.g., `SPOT`, `MARGIN`, `SWAP`, `FUTURES`, `OPTION`.
#[serde(default)]
pub inst_type: String,
/// Instrument ID, e.g., `BTC-USDT`.
#[serde(default)]
pub inst_id: String,
/// Margin currency (cross-margin orders only).
#[serde(default)]
pub ccy: String,
/// OKX-assigned regular order ID (populated when the algo fires and places an order).
#[serde(default)]
pub ord_id: String,
/// List of regular order IDs associated with this algo order.
#[serde(default)]
pub ord_id_list: Vec<String>,
/// Client-supplied order ID, if any.
#[serde(default)]
pub cl_ord_id: String,
/// OKX-assigned algo order ID.
#[serde(default)]
pub algo_id: String,
/// Client-supplied algo order ID.
#[serde(default)]
pub algo_cl_ord_id: String,
/// Order size.
#[serde(default)]
pub sz: NumberString,
/// Algo order type.
///
/// Documented values: `conditional`, `oco`, `trigger`, `move_order_stop`,
/// `chase_order`, `iceberg`, `twap`.
#[serde(default)]
pub ord_type: String,
/// Order side: `buy` or `sell`.
#[serde(default)]
pub side: String,
/// Position side: `long`, `short`, or `net`.
#[serde(default)]
pub pos_side: String,
/// Trade mode: `cross`, `isolated`, or `cash`.
#[serde(default)]
pub td_mode: String,
/// Target currency for quantity (spot currency-trade only): `base_ccy` or `quote_ccy`.
#[serde(default)]
pub tgt_ccy: String,
/// Algo order state.
///
/// Documented values: `live`, `pause`, `partially_effective`, `effective`,
/// `canceled`, `order_failed`, `partially_failed`.
#[serde(default)]
pub state: String,
/// Leverage.
#[serde(default)]
pub lever: NumberString,
/// Estimated notional value in USD.
#[serde(default)]
pub notional_usd: NumberString,
/// Last traded price at the time of the push.
#[serde(default)]
pub last: NumberString,
/// Actual order size when the algo fires.
#[serde(default)]
pub actual_sz: NumberString,
/// Actual order price when the algo fires.
#[serde(default)]
pub actual_px: NumberString,
/// Effective side of the actual order when the algo fires.
#[serde(default)]
pub actual_side: String,
/// Trigger price (for `trigger` and `move_order_stop` types).
#[serde(default)]
pub trigger_px: NumberString,
/// Trigger price type: `last`, `index`, or `mark`.
#[serde(default)]
pub trigger_px_type: String,
/// Trigger time (Unix milliseconds).
#[serde(default)]
pub trigger_time: NumberString,
/// Take-profit trigger price.
#[serde(default)]
pub tp_trigger_px: NumberString,
/// Take-profit trigger price type: `last`, `index`, or `mark`.
#[serde(default)]
pub tp_trigger_px_type: String,
/// Take-profit order price; `-1` means market order.
#[serde(default)]
pub tp_ord_px: NumberString,
/// Stop-loss trigger price.
#[serde(default)]
pub sl_trigger_px: NumberString,
/// Stop-loss trigger price type: `last`, `index`, or `mark`.
#[serde(default)]
pub sl_trigger_px_type: String,
/// Stop-loss order price; `-1` means market order.
#[serde(default)]
pub sl_ord_px: NumberString,
/// Order price used when the algo fires.
#[serde(default)]
pub ord_px: NumberString,
/// Trailing callback ratio (for `move_order_stop` and `chase_order` types).
#[serde(default)]
pub callback_ratio: NumberString,
/// Trailing callback spread (for `move_order_stop` and `chase_order` types).
#[serde(default)]
pub callback_spread: NumberString,
/// Activated tracking price (for `move_order_stop` and `chase_order` types).
#[serde(default)]
pub active_px: NumberString,
/// Price that activated the trailing move trigger.
#[serde(default)]
pub move_trigger_px: NumberString,
/// Whether this is a reduce-only order: `"true"` or `"false"`.
#[serde(default)]
pub reduce_only: String,
/// Order tag.
#[serde(default)]
pub tag: String,
/// Error code when state is `order_failed`; empty otherwise.
#[serde(default)]
pub fail_code: String,
/// Human-readable reason for failure.
#[serde(default)]
pub fail_reason: String,
/// Amend-price-on-trigger type.
///
/// Documented values: `0` (no amend), `1` (amend to market price at trigger).
#[serde(default)]
pub amend_px_on_trigger_type: String,
/// Result of the last amend request.
#[serde(default)]
pub amend_result: String,
/// Fraction of the position to close.
#[serde(default)]
pub close_fraction: String,
/// Quick margin type.
#[serde(default)]
pub quick_mgn_type: String,
/// Client-supplied request ID for the latest amend.
#[serde(default)]
pub req_id: String,
/// The quote currency used for trading.
#[serde(default)]
pub trade_quote_ccy: String,
/// Linked regular order; present when the algo has fired and placed an order.
#[serde(default)]
pub linked_ord: Option<LinkedOrder>,
/// Whether the order uses borrow mode.
///
/// OKX sends `""` for non-applicable order types and a JSON boolean (`true`/`false`)
/// for applicable ones, so this field uses `Value` to handle both.
#[serde(default)]
pub is_trade_borrow_mode: Value,
/// Attached TP/SL algo orders.
#[serde(default)]
pub attach_algo_ords: Vec<Value>,
/// Algo order creation time (Unix milliseconds).
#[serde(default)]
pub c_time: NumberString,
/// Last update time (Unix milliseconds).
#[serde(default)]
pub u_time: NumberString,
/// Push time (Unix milliseconds).
#[serde(default)]
pub p_time: NumberString,
/// Unrecognized fields retained for forward compatibility.
#[serde(flatten, default)]
pub extra: ExtraFields,
}
/// Private `algo-advance` channel row.
///
/// OKX docs: <https://www.okx.com/docs-v5/en/#order-book-trading-algo-trading-ws-advance-algo-orders-channel>
#[derive(Debug, Clone, Default, Deserialize)]
#[serde(rename_all = "camelCase")]
#[non_exhaustive]
pub struct AdvancedAlgoOrderUpdate {
/// Instrument type, e.g., `SPOT`, `SWAP`, `FUTURES`.
#[serde(default)]
pub inst_type: String,
/// Instrument ID, e.g., `BTC-USDT`.
#[serde(default)]
pub inst_id: String,
/// Margin currency.
#[serde(default)]
pub ccy: String,
/// OKX-assigned order ID of the associated regular order.
#[serde(default)]
pub ord_id: String,
/// OKX-assigned algo order ID.
#[serde(default)]
pub algo_id: String,
/// Client-supplied order ID.
#[serde(default)]
pub cl_ord_id: String,
/// Client-supplied algo order ID.
#[serde(default)]
pub algo_cl_ord_id: String,
/// Advanced algo order type: `iceberg` or `twap`.
#[serde(default)]
pub ord_type: String,
/// Order side: `buy` or `sell`.
#[serde(default)]
pub side: String,
/// Position side: `long`, `short`, or `net`.
#[serde(default)]
pub pos_side: String,
/// Trade mode: `cross`, `isolated`, or `cash`.
#[serde(default)]
pub td_mode: String,
/// Target currency for quantity: `base_ccy` or `quote_ccy` (spot market orders only).
#[serde(default)]
pub tgt_ccy: String,
/// Total order size.
#[serde(default)]
pub sz: NumberString,
/// Leverage.
#[serde(default)]
pub lever: NumberString,
/// Order state.
///
/// Documented values: `live`, `pause`, `partially_effective`, `effective`,
/// `canceled`, `order_failed`.
#[serde(default)]
pub state: String,
/// Take-profit trigger price.
#[serde(default)]
pub tp_trigger_px: NumberString,
/// Take-profit order price.
#[serde(default)]
pub tp_ord_px: NumberString,
/// Stop-loss trigger price.
#[serde(default)]
pub sl_trigger_px: NumberString,
/// Stop-loss order price.
#[serde(default)]
pub sl_ord_px: NumberString,
/// Trigger price.
#[serde(default)]
pub trigger_px: NumberString,
/// Limit price for each child order placed by the algo.
#[serde(default)]
pub ord_px: NumberString,
/// Size executed so far.
#[serde(default)]
pub actual_sz: NumberString,
/// Average fill price of executed child orders.
#[serde(default)]
pub actual_px: NumberString,
/// Estimated notional value in USD.
#[serde(default)]
pub notional_usd: NumberString,
/// Order tag.
#[serde(default)]
pub tag: String,
/// Effective side of executed child orders.
#[serde(default)]
pub actual_side: String,
/// Trigger time (Unix milliseconds).
#[serde(default)]
pub trigger_time: NumberString,
/// Price ratio (iceberg / twap orders).
#[serde(default)]
pub px_var: NumberString,
/// Price variance (iceberg / twap orders).
#[serde(default)]
pub px_spread: NumberString,
/// Average amount per child order (iceberg / twap orders).
#[serde(default)]
pub sz_limit: NumberString,
/// Price limit (iceberg / twap orders).
#[serde(default)]
pub px_limit: NumberString,
/// Time interval between child orders (twap orders).
#[serde(default)]
pub time_interval: NumberString,
/// Total number of child orders placed (iceberg / twap orders).
#[serde(default)]
pub count: NumberString,
/// Trailing callback ratio (move_order_stop orders).
#[serde(default)]
pub callback_ratio: NumberString,
/// Trailing callback spread (move_order_stop orders).
#[serde(default)]
pub callback_spread: NumberString,
/// Activated tracking price (move_order_stop orders).
#[serde(default)]
pub active_px: NumberString,
/// Price that activated the trailing move trigger.
#[serde(default)]
pub move_trigger_px: NumberString,
/// Error code when state is `order_failed`; empty otherwise.
#[serde(default)]
pub fail_code: String,
/// Whether the order can only reduce the position size: `"true"` or `"false"`.
#[serde(default)]
pub reduce_only: String,
/// The quote currency used for trading.
#[serde(default)]
pub trade_quote_ccy: String,
/// Whether borrowing currency automatically.
///
/// OKX sends a JSON boolean (`true`/`false`) for applicable order types; uses `Value`
/// to accommodate any future variation.
#[serde(default)]
pub is_trade_borrow_mode: Value,
/// Algo order creation time (Unix milliseconds).
#[serde(default)]
pub c_time: NumberString,
/// Push time (Unix milliseconds).
#[serde(default)]
pub p_time: NumberString,
/// Unrecognized fields retained for forward compatibility.
#[serde(flatten, default)]
pub extra: ExtraFields,
}