Trade

Struct Trade 

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pub struct Trade {
Show 22 fields pub trade_id: String, pub instrument_name: String, pub order_id: String, pub direction: OrderSide, pub amount: f64, pub price: f64, pub timestamp: i64, pub fee: f64, pub fee_currency: String, pub liquidity: Liquidity, pub mark_price: f64, pub index_price: f64, pub instrument_kind: Option<InstrumentKind>, pub trade_seq: Option<u64>, pub user_role: Option<String>, pub block_trade: Option<bool>, pub underlying_price: Option<f64>, pub iv: Option<f64>, pub label: Option<String>, pub profit_loss: Option<f64>, pub tick_direction: Option<i32>, pub self_trade: Option<bool>,
}
Expand description

Trade execution information

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§trade_id: String

Unique trade identifier

§instrument_name: String

Instrument name

§order_id: String

Order ID that generated this trade

§direction: OrderSide

Trade direction (buy/sell)

§amount: f64

Trade amount

§price: f64

Execution price

§timestamp: i64

Trade timestamp

§fee: f64

Fee amount

§fee_currency: String

Fee currency

§liquidity: Liquidity

Liquidity type (maker/taker)

§mark_price: f64

Mark price at time of trade

§index_price: f64

Index price at time of trade

§instrument_kind: Option<InstrumentKind>

Instrument kind

§trade_seq: Option<u64>

Trade sequence number

§user_role: Option<String>

User role in the trade

§block_trade: Option<bool>

Whether this is a block trade

§underlying_price: Option<f64>

Underlying price (for options)

§iv: Option<f64>

Implied volatility (for options)

§label: Option<String>

Label associated with the order

§profit_loss: Option<f64>

Profit and loss from this trade

§tick_direction: Option<i32>

Tick direction

§self_trade: Option<bool>

Whether this trade was self-traded

Implementations§

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impl Trade

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pub fn notional_value(&self) -> f64

Calculate the notional value of the trade

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pub fn is_maker(&self) -> bool

Check if this was a maker trade

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pub fn is_taker(&self) -> bool

Check if this was a taker trade

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pub fn is_buy(&self) -> bool

Check if this is a buy trade

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pub fn is_sell(&self) -> bool

Check if this is a sell trade

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pub fn fee_percentage(&self) -> f64

Get fee as percentage of notional

Trait Implementations§

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impl Clone for Trade

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fn clone(&self) -> Trade

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for Trade

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for Trade

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Display for Trade

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

Formats the value using the given formatter. Read more
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impl Serialize for Trade

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

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

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impl Freeze for Trade

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impl RefUnwindSafe for Trade

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impl Send for Trade

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impl Sync for Trade

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impl Unpin for Trade

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impl UnwindSafe for Trade

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> Instrument for T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
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fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more
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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T> ToString for T
where T: Display + ?Sized,

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fn to_string(&self) -> String

Converts the given value to a String. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V

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impl<T> WithSubscriber for T

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fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more
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fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more
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impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,