Struct OrderCancelReplaceRequest

pub struct OrderCancelReplaceRequest {

    pub orig_cl_ord_id: String,
    pub cl_ord_id: String,
    pub symbol: String,
    pub side: OrderSide,
    pub transact_time: DateTime<Utc>,
    pub order_qty: Option<f64>,
    pub price: Option<f64>,
    pub ord_type: Option<OrderType>,
    pub time_in_force: Option<TimeInForce>,
    pub stop_px: Option<f64>,
    pub display_qty: Option<f64>,
    pub qty_type: Option<QuantityType>,
    pub deribit_label: Option<String>,
    pub deribit_mm_protection: Option<bool>,
}

Order Cancel/Replace Request message (MsgType = ‘G’)

Fields

orig_cl_ord_id: String

Original client order ID

cl_ord_id: String

New client order ID

symbol: String

Instrument symbol

side: OrderSide

Side of order

transact_time: DateTime<Utc>

Transaction time

order_qty: Option<f64>

New order quantity

price: Option<f64>

New price

ord_type: Option<OrderType>

Order type

time_in_force: Option<TimeInForce>

Time in force

stop_px: Option<f64>

Stop price

display_qty: Option<f64>

Display quantity

qty_type: Option<QuantityType>

Quantity type

deribit_label: Option<String>

Custom label

deribit_mm_protection: Option<bool>

Market Maker Protection flag

Implementations

impl OrderCancelReplaceRequest

pub fn new( orig_cl_ord_id: String, cl_ord_id: String, symbol: String, side: OrderSide, ) -> Self

Create a new cancel/replace request

pub fn with_qty(self, qty: f64) -> Self

Set new order quantity

pub fn with_price(self, price: f64) -> Self

Set new price

pub fn with_order_type(self, ord_type: OrderType) -> Self

Set order type

pub fn with_time_in_force(self, tif: TimeInForce) -> Self

Set time in force

pub fn with_stop_price(self, stop_px: f64) -> Self

Set stop price

pub fn with_display_qty(self, display_qty: f64) -> Self

Set display quantity

pub fn with_qty_type(self, qty_type: QuantityType) -> Self

Set quantity type

pub fn with_label(self, label: String) -> Self

Set custom label

pub fn with_mmp(self, enabled: bool) -> Self

Set Market Maker Protection flag

pub fn to_fix_message( &self, sender_comp_id: &str, target_comp_id: &str, msg_seq_num: u32, ) -> DeribitFixResult<String>

Convert to FIX message

Trait Implementations

impl Clone for OrderCancelReplaceRequest

fn clone(&self) -> OrderCancelReplaceRequest

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for OrderCancelReplaceRequest

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderCancelReplaceRequest

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for OrderCancelReplaceRequest

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

Formats the value using the given formatter.

impl PartialEq for OrderCancelReplaceRequest

fn eq(&self, other: &OrderCancelReplaceRequest) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for OrderCancelReplaceRequest

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for OrderCancelReplaceRequest