Struct ExecutionReport

pub struct ExecutionReport {

    pub order_id: String,
    pub cl_ord_id: String,
    pub orig_cl_ord_id: Option<String>,
    pub exec_id: String,
    pub exec_type: ExecType,
    pub ord_status: OrderStatus,
    pub symbol: String,
    pub side: OrderSide,
    pub leaves_qty: f64,
    pub cum_qty: f64,
    pub avg_px: Option<f64>,
    pub last_px: Option<f64>,
    pub last_qty: Option<f64>,
    pub order_qty: f64,
    pub price: Option<f64>,
    pub transact_time: DateTime<Utc>,
    pub text: Option<String>,
    pub ord_rej_reason: Option<OrderRejectReason>,
    pub deribit_label: Option<String>,
    pub secondary_exec_id: Option<String>,
    pub ord_type: Option<OrderType>,
    pub commission: Option<f64>,
    pub security_exchange: Option<String>,
    pub qty_type: Option<QuantityType>,
    pub contract_multiplier: Option<f64>,
    pub display_qty: Option<f64>,
    pub deribit_adv_order_type: Option<char>,
    pub volatility: Option<f64>,
    pub pegged_price: Option<f64>,
    pub trd_match_id: Option<String>,
    pub deribit_mm_protection: Option<bool>,
    pub mmp_group: Option<String>,
    pub quote_set_id: Option<String>,
    pub quote_id: Option<String>,
    pub quote_entry_id: Option<String>,
    pub exec_inst: Option<String>,
    pub stop_px: Option<f64>,
    pub condition_trigger_method: Option<i32>,
    pub last_liquidity_ind: Option<i32>,
}

Execution Report message (MsgType = ‘8’)

Fields

order_id: String

Order ID

cl_ord_id: String

Client order ID

orig_cl_ord_id: Option<String>

Original client order ID (for replace/cancel operations)

exec_id: String

Execution ID

exec_type: ExecType

Execution type

ord_status: OrderStatus

Order status

symbol: String

Instrument symbol

side: OrderSide

Side of order

leaves_qty: f64

Quantity open for further execution

cum_qty: f64

Total quantity filled

avg_px: Option<f64>

Average price of all fills on this order

last_px: Option<f64>

Price of this fill

last_qty: Option<f64>

Quantity of shares bought/sold on this fill

order_qty: f64

Order quantity

price: Option<f64>

Price

transact_time: DateTime<Utc>

Transaction time

text: Option<String>

Text

ord_rej_reason: Option<OrderRejectReason>

Order reject reason (if applicable)

deribit_label: Option<String>

Custom label

secondary_exec_id: Option<String>

Secondary execution ID

ord_type: Option<OrderType>

Order type

commission: Option<f64>

Commission (deprecated, always 0)

security_exchange: Option<String>

Security exchange

qty_type: Option<QuantityType>

Quantity type

contract_multiplier: Option<f64>

Contract multiplier

display_qty: Option<f64>

Display quantity

deribit_adv_order_type: Option<char>

Advanced order type for options

volatility: Option<f64>

Volatility for implied volatility orders

pegged_price: Option<f64>

Fixed USD price for USD orders

trd_match_id: Option<String>

Trade match ID

deribit_mm_protection: Option<bool>

Market Maker Protection flag

mmp_group: Option<String>

MMP Group

quote_set_id: Option<String>

Quote Set ID (for orders from Mass Quote)

quote_id: Option<String>

Quote ID (for orders from Mass Quote)

quote_entry_id: Option<String>

Quote Entry ID (for orders from Mass Quote)

exec_inst: Option<String>

Execution instruction

stop_px: Option<f64>

Stop price

condition_trigger_method: Option<i32>

Condition trigger method

last_liquidity_ind: Option<i32>

Last liquidity indicator (1=Added Liquidity, 2=Removed Liquidity)

Implementations

impl ExecutionReport

pub fn new_order( order_id: String, cl_ord_id: String, exec_id: String, symbol: String, side: OrderSide, order_qty: f64, leaves_qty: f64, price: Option<f64>, ) -> Self

Create a new execution report for a new order

pub fn fill( order_id: String, cl_ord_id: String, exec_id: String, symbol: String, side: OrderSide, order_qty: f64, leaves_qty: f64, cum_qty: f64, last_px: f64, last_qty: f64, avg_px: f64, ) -> Self

Create a fill execution report

pub fn reject( cl_ord_id: String, symbol: String, side: OrderSide, order_qty: f64, reason: OrderRejectReason, text: Option<String>, ) -> Self

Create a rejection execution report

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

Set custom label

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 ExecutionReport

fn clone(&self) -> ExecutionReport

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ExecutionReport

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for ExecutionReport

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for ExecutionReport

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

Formats the value using the given formatter.

impl PartialEq for ExecutionReport

fn eq(&self, other: &ExecutionReport) -> 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 ExecutionReport

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 ExecutionReport