Struct UserTradeResponseByOrder 

pub struct UserTradeResponseByOrder {

    pub trade_id: String,
    pub amount: f64,
    pub advanced: Option<String>,
    pub api: bool,
    pub block_rfq_id: Option<u64>,
    pub block_rfq_quote_id: Option<u64>,
    pub block_trade_id: Option<String>,
    pub combo_id: Option<String>,
    pub combo_trade_id: Option<f64>,
    pub contracts: Option<f64>,
    pub direction: String,
    pub fee: f64,
    pub fee_currency: String,
    pub index_price: f64,
    pub instrument_name: String,
    pub iv: Option<f64>,
    pub label: Option<String>,
    pub legs: Option<Vec<Value>>,
    pub liquidation: Option<String>,
    pub liquidity: String,
    pub mark_price: f64,
    pub matching_id: Option<String>,
    pub mmp: bool,
    pub order_id: String,
    pub order_type: String,
    pub post_only: Option<String>,
    pub price: f64,
    pub profit_loss: f64,
    pub quote_id: Option<String>,
    pub quote_set_id: Option<String>,
    pub reduce_only: Option<String>,
    pub risk_reducing: bool,
    pub state: String,
    pub tick_direction: i32,
    pub timestamp: u64,
    pub trade_allocations: Option<Vec<TradeAllocation>>,
    pub trade_seq: u64,
    pub underlying_price: Option<f64>,
}

User trade response structure for order-specific trade queries

Fields

trade_id: String

Unique identifier for the trade

amount: f64

Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.

advanced: Option<String>

Advanced type of user order: “usd” or “implv” (only for options; omitted if not applicable)

api: bool

true if user order was created with API

block_rfq_id: Option<u64>

ID of the Block RFQ - when trade was part of the Block RFQ

block_rfq_quote_id: Option<u64>

ID of the Block RFQ quote - when trade was part of the Block RFQ

block_trade_id: Option<String>

Block trade id - when trade was part of a block trade

combo_id: Option<String>

Optional field containing combo instrument name if the trade is a combo trade

combo_trade_id: Option<f64>

Optional field containing combo trade identifier if the trade is a combo trade

contracts: Option<f64>

Trade size in contract units (optional, may be absent in historical trades)

direction: String

Direction: buy, or sell

fee: f64

User’s fee in units of the specified fee_currency

fee_currency: String

Currency, i.e “BTC”, “ETH”, “USDC”

index_price: f64

Index Price at the moment of trade

instrument_name: String

Unique instrument identifier

iv: Option<f64>

Option implied volatility for the price (Option only)

label: Option<String>

User defined label (presented only when previously set for order by user)

legs: Option<Vec<Value>>

Optional field containing leg trades if trade is a combo trade

liquidation: Option<String>

Optional field (only for trades caused by liquidation): “M” when maker side was under liquidation, “T” when taker side was under liquidation, “MT” when both sides were under liquidation

liquidity: String

Describes what was role of users order: “M” when it was maker order, “T” when it was taker order

mark_price: f64

Mark Price at the moment of trade

matching_id: Option<String>

Always null according to docs

mmp: bool

true if user order is MMP

order_id: String

Id of the user order (maker or taker), i.e. subscriber’s order id that took part in the trade

order_type: String

Order type: “limit”, “market”, or “liquidation”

post_only: Option<String>

true if user order is post-only

price: f64

Price in base currency

profit_loss: f64

Profit and loss in base currency

quote_id: Option<String>

QuoteID of the user order (optional, present only for orders placed with private/mass_quote)

quote_set_id: Option<String>

QuoteSet of the user order (optional, present only for orders placed with private/mass_quote)

reduce_only: Option<String>

true if user order is reduce-only

risk_reducing: bool

true if user order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users)

state: String

Order state: “open”, “filled”, “rejected”, “cancelled”, “untriggered” or “archive”

tick_direction: i32

Direction of the “tick” (0 = Plus Tick, 1 = Zero-Plus Tick, 2 = Minus Tick, 3 = Zero-Minus Tick)

timestamp: u64

The timestamp of the trade (milliseconds since the UNIX epoch)

trade_allocations: Option<Vec<TradeAllocation>>

List of allocations for Block RFQ pre-allocation

trade_seq: u64

The sequence number of the trade within instrument

underlying_price: Option<f64>

Underlying price for implied volatility calculations (Options only)

Trait Implementations

impl Clone for UserTradeResponseByOrder

fn clone(&self) -> UserTradeResponseByOrder

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for UserTradeResponseByOrder

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for UserTradeResponseByOrder

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for UserTradeResponseByOrder

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

Formats the value using the given formatter.

impl Serialize for UserTradeResponseByOrder

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

where __S: Serializer,

Serialize this value into the given Serde serializer.