Struct cfix::types::OrderReport

pub struct OrderReport {

    pub symbol: u32,
    pub order_id: String,
    pub cl_ord_id: String,
    pub pos_main_rept_id: String,
    pub designation: Option<String>,
    pub order_status: OrderStatus,
    pub order_type: OrderType,
    pub side: Side,
    pub price: Option<f64>,
    pub stop_px: Option<f64>,
    pub avx_px: Option<f64>,
    pub absolute_tp: Option<f64>,
    pub reltative_tp: Option<f64>,
    pub absolute_sl: Option<f64>,
    pub reltative_sl: Option<f64>,
    pub trailing_sl: Option<bool>,
    pub trigger_method_sl: Option<u32>,
    pub guaranteed_sl: Option<bool>,
    pub cum_qty: Option<f64>,
    pub order_qty: f64,
    pub leaves_qty: f64,
    pub last_qty: Option<f64>,
    pub time_in_force: String,
    pub transact_time: NaiveDateTime,
    pub expire_time: Option<NaiveDateTime>,
    pub text: Option<String>,
}

Fields

symbol: u32

Instrument identificators are provided by Spotware. 55

order_id: String

cTrader order id. 37

cl_ord_id: String

Unique identifier for the order, allocated by the client. 11

pos_main_rept_id: String

Position ID. 72

designation: Option<String>

Client custom order label. 494

order_status: OrderStatus

Order status. 39

order_type: OrderType

Order type : Marekt, Limit, Stop, Stop limit. 40

side: Side

price: Option<f64>

If supplied in the NewOrderSingle, it is echoed back in this ExecutionReport. 44

stop_px: Option<f64>

If supplied in the NewOrderSingle, it is echoed back in this ExecutionReport. 99

avx_px: Option<f64>

The price at which the deal was filled. For an IOC or GTD order, this is the VWAP (Volume Weighted Average Price) of the filled order. 6

absolute_tp: Option<f64>

The absolute price at which Take Profit will be triggered. 1000

reltative_tp: Option<f64>

The distance in pips from the entry price at which the Take Profit will be triggered. 1001

absolute_sl: Option<f64>

The absolute price at which Stop Loss will be triggered. 1002

reltative_sl: Option<f64>

The distance in pips from the entry price at which the Stop Loss will be triggered. 1003

trailing_sl: Option<bool>

Indicates if Stop Loss is trailing. 1004

trigger_method_sl: Option<u32>

Indicated trigger method of the Stop Loss. 1005

1 = The Stop Loss will be triggered by the trade side. 2 = The stop loss will be triggered by the opposite side (Ask for Buy positions and by Bid for Sell positions), 3 = Stop Loss will be triggered after two consecutive ticks according to the trade side. 4 = Stop Loss will be triggered after two consecutive ticks according to the opposite side (second Ask tick for Buy positions and second Bid tick for Sell positions).

guaranteed_sl: Option<bool>

Indicates if Stop Loss is guaranteed. 1006

cum_qty: Option<f64>

The total amount of the order which has been filled. 14

order_qty: f64

Number of shares ordered. This represents the number of shares for equities or based on normal convention the number of contracts for options, futures, convertible bonds, etc. 38

leaves_qty: f64

The amount of the order still to be filled. This is a value between 0 (fully filled) and OrderQty (partially filled). 151

last_qty: Option<f64>

The bought/sold amount of the order which has been filled on this (last) fill. 32

time_in_force: String

59 1 = Good Till Cancel (GTC); 3 = Immediate Or Cancel (IOC); 6 = Good Till Date (GTD).

transact_time: NaiveDateTime

Time the transaction represented by this ExecutionReport occurred message (in UTC). 60

expire_time: Option<NaiveDateTime>

If supplied in the NewOrderSingle, it is echoed back in this ExecutionReport. 126

text: Option<String>

Where possible, message to explain execution report. 58

Trait Implementations

impl Debug for OrderReport

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

Formats the value using the given formatter.