Expand description
Orders on every market: place, cancel, modify, TWAP, TP/SL, leverage and margin, builder fees, outcome splits and fees, and the ticket that turns an intent into the exact action.
Re-exports§
pub use crate::utils::sign::L1Action;pub use crate::utils::Asset;pub use crate::utils::AssetKind;pub use action::TradeAction;pub use answer::CancelAnswer;pub use answer::OrderAnswer;pub use answer::TwapAnswer;pub use builder::Approval;pub use builder::ApprovalRefused;pub use builder::Approved;pub use builder::Builder;pub use builder::BuilderFee;pub use builder::BuilderSetting;pub use builder::FeeRule;pub use builder::OUTCOME_BUILDER_CAP;pub use builder::OverCap;pub use builder::PERP_BUILDER_CAP;pub use builder::SPOT_BUILDER_CAP;pub use error::TradeError;pub use manage::BatchModify;pub use manage::Cancel;pub use manage::CancelByCloid;pub use manage::Change;pub use manage::Modify;pub use manage::Noop;pub use manage::OrderRef;pub use manage::ScheduleCancel;pub use manage::TooSoon;pub use margin::FLAT_TABLES_BELOW;pub use margin::LeverageError;pub use margin::MarginMode;pub use margin::MarginTable;pub use margin::MarginTier;pub use margin::UpdateIsolatedMargin;pub use margin::UpdateLeverage;pub use margin::add_margin;pub use margin::checked_leverage;pub use margin::remove_margin;pub use orders::Cloid;pub use orders::Close;pub use orders::Covers;pub use orders::Exit;pub use orders::ExitPrice;pub use orders::Grouping;pub use orders::Order;pub use orders::OrderIntent;pub use orders::OrderType;pub use orders::PlaceOrder;pub use orders::Price;pub use orders::Scale;pub use orders::Side;pub use orders::Tif;pub use orders::Tpsl;pub use orders::TriggerIntent;pub use orders::Twap;pub use orders::TwapCancel;pub use orders::TwapIntent;pub use ticket::Amount;pub use ticket::Market;pub use ticket::Refusal;
Modules§
- action
- Every trading action as one value, so what a confirmation shows and what is signed are the same value.
- answer
- What
/exchangeanswers to a trading action, read per item. A count of statuses that does not match what was sent is unreadable, never a partial success, except an error decided by the payload alone, which comes back once and stands for every item. - builder
- Builder fees: what an order pays the builder that routed it, the cap on each market kind, and the setting orders are routed through with what an order needs approved first.
- error
- manage
- Orders already resting: modify, cancel, and what stops orders without naming them.
- margin
- Leverage and margin on a perp: the leverage and mode a position takes, isolated margin in and
out, and the margin tables that cap leverage by size. The account-wide mode is
crate::account::settings::mode. - orders
- Orders: the wire every order type ends in (
Order,PlaceOrder), what an order’stsays, its client id, and one module per type. Keys go in the order the venue hashes:a b p s r t cfor an order, thengrouping, thenbuilderlast. - outcomes
- Outcome-specific trading: splitting into sides and merging back, and what an outcome fill is billed.
- ticket
- What every order ticket shares: the market’s rules (
Market), how much (Amount), why nothing is sent (Refusal), and the checks each order type runs. A price never rounds against the trader and a size rounds toward zero.