deribit_base/model/
order.rs

1/******************************************************************************
2   Author: Joaquín Béjar García
3   Email: jb@taunais.com
4   Date: 21/7/25
5******************************************************************************/
6use crate::{impl_json_debug_pretty, impl_json_display};
7use serde::{Deserialize, Serialize};
8
9/// Time in force enumeration
10#[derive(Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
11pub enum TimeInForce {
12    /// Order remains active until explicitly cancelled
13    #[serde(rename = "good_til_cancelled")]
14    GoodTilCancelled,
15    /// Order expires at the end of the trading day
16    #[serde(rename = "good_til_day")]
17    GoodTilDay,
18    /// Order must be filled immediately and completely or cancelled
19    #[serde(rename = "fill_or_kill")]
20    FillOrKill,
21    /// Order must be filled immediately, partial fills allowed, remaining cancelled
22    #[serde(rename = "immediate_or_cancel")]
23    ImmediateOrCancel,
24}
25
26impl TimeInForce {
27    /// Returns the string representation of the time in force value
28    pub fn as_str(&self) -> &'static str {
29        match self {
30            TimeInForce::GoodTilCancelled => "good_til_cancelled",
31            TimeInForce::GoodTilDay => "good_til_day",
32            TimeInForce::FillOrKill => "fill_or_kill",
33            TimeInForce::ImmediateOrCancel => "immediate_or_cancel",
34        }
35    }
36}
37
38/// Order side enumeration
39#[derive(Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
40pub enum OrderSide {
41    /// Buy order
42    Buy,
43    /// Sell order
44    Sell,
45}
46
47/// Order type enum
48#[derive(Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
49pub enum OrderType {
50    /// Limit order - executes at specified price or better
51    #[serde(rename = "limit")]
52    Limit,
53    /// Market order - executes immediately at best available price
54    #[serde(rename = "market")]
55    Market,
56    /// Stop limit order - becomes limit order when stop price is reached
57    #[serde(rename = "stop_limit")]
58    StopLimit,
59    /// Stop market order - becomes market order when stop price is reached
60    #[serde(rename = "stop_market")]
61    StopMarket,
62    /// Take limit order - limit order to take profit
63    #[serde(rename = "take_limit")]
64    TakeLimit,
65    /// Take market order - market order to take profit
66    #[serde(rename = "take_market")]
67    TakeMarket,
68    /// Market limit order - market order with limit price protection
69    #[serde(rename = "market_limit")]
70    MarketLimit,
71    /// Trailing stop order - stop order that trails the market price
72    #[serde(rename = "trailing_stop")]
73    TrailingStop,
74}
75
76impl OrderType {
77    /// Returns the string representation of the order type
78    pub fn as_str(&self) -> &'static str {
79        match self {
80            OrderType::Limit => "limit",
81            OrderType::Market => "market",
82            OrderType::StopLimit => "stop_limit",
83            OrderType::StopMarket => "stop_market",
84            OrderType::TakeLimit => "take_limit",
85            OrderType::TakeMarket => "take_market",
86            OrderType::MarketLimit => "market_limit",
87            OrderType::TrailingStop => "trailing_stop",
88        }
89    }
90}
91
92/// New order request structure
93#[derive(Clone, Serialize, Deserialize)]
94pub struct NewOrderRequest {
95    /// Trading symbol/instrument name
96    pub symbol: String,
97    /// Order side (buy or sell)
98    pub side: OrderSide,
99    /// Type of order
100    pub order_type: OrderType,
101    /// Order quantity
102    pub quantity: f64,
103    /// Order price (required for limit orders)
104    pub price: Option<f64>,
105    /// Time in force specification
106    pub time_in_force: TimeInForce,
107    /// Client-specified order identifier
108    pub client_order_id: Option<String>,
109}
110
111/// Order status enumeration
112#[derive(Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
113pub enum OrderStatus {
114    /// Order has been accepted by the system
115    New,
116    /// Order has been partially filled
117    PartiallyFilled,
118    /// Order has been completely filled
119    Filled,
120    /// Order is done for the day
121    DoneForDay,
122    /// Order has been cancelled
123    Canceled,
124    /// Order has been replaced
125    Replaced,
126    /// Order cancellation is pending
127    PendingCancel,
128    /// Order has been stopped
129    Stopped,
130    /// Order has been rejected
131    Rejected,
132    /// Order has been suspended
133    Suspended,
134    /// Order is pending acceptance
135    PendingNew,
136    /// Order has been calculated
137    Calculated,
138    /// Order has expired
139    Expired,
140    /// Order has been accepted for bidding
141    AcceptedForBidding,
142    /// Order replacement is pending
143    PendingReplace,
144}
145
146/// Order information
147#[derive(Clone, Serialize, Deserialize)]
148pub struct OrderInfo {
149    /// Order amount
150    pub amount: f64,
151    /// Whether order was placed via API
152    pub api: bool,
153    /// Average execution price
154    pub average_price: f64,
155    /// Order creation timestamp
156    pub creation_timestamp: u64,
157    /// Order direction (buy/sell)
158    pub direction: String,
159    /// Amount that has been filled
160    pub filled_amount: f64,
161    /// Instrument name
162    pub instrument_name: String,
163    /// Whether this is a liquidation order
164    pub is_liquidation: bool,
165    /// Order label
166    pub label: String,
167    /// Last update timestamp
168    pub last_update_timestamp: u64,
169    /// Maximum amount to show in order book (optional)
170    pub max_show: Option<f64>,
171    /// Unique order identifier
172    pub order_id: String,
173    /// Current order state
174    pub order_state: String,
175    /// Type of order
176    pub order_type: String,
177    /// Original order type before any modifications
178    pub original_order_type: Option<String>,
179    /// Whether this is a post-only order
180    pub post_only: bool,
181    /// Order price
182    pub price: f64,
183    /// Current profit/loss on the order
184    pub profit_loss: Option<f64>,
185    /// Whether this order only reduces position
186    pub reduce_only: bool,
187    /// Whether this order has been replaced
188    pub replaced: bool,
189    /// Whether this order reduces risk
190    pub risk_reducing: bool,
191    /// Time in force specification
192    pub time_in_force: String,
193    /// Whether the order has been triggered
194    pub triggered: Option<bool>,
195    /// Trigger condition for the order
196    pub trigger: Option<String>,
197    /// USD value of the order
198    pub usd: Option<f64>,
199    /// Whether order was placed via web interface
200    pub web: bool,
201}
202
203impl_json_debug_pretty!(
204    TimeInForce,
205    OrderSide,
206    OrderType,
207    NewOrderRequest,
208    OrderStatus,
209    OrderInfo
210);
211impl_json_display!(
212    TimeInForce,
213    OrderSide,
214    OrderType,
215    NewOrderRequest,
216    OrderStatus,
217    OrderInfo
218);
deribit_base/model/order.rs

deribit_base/model/
order.rs
