Module orders 

Orders: the wire every order type ends in (Order, PlaceOrder), what an order’s t says, its client id, and one module per type. Keys go in the order the venue hashes: a b p s r t c for an order, then grouping, then builder last.

Re-exports

pub use cloid::Cloid;

pub use close::Close;

pub use close::close;

pub use entry::OrderIntent;

pub use entry::Price;

pub use entry::order;

pub use order_type::Grouping;

pub use order_type::OrderType;

pub use order_type::Tif;

pub use order_type::Tpsl;

pub use scale::LEAST_LEVELS;

pub use scale::MOST_LEVELS;

pub use scale::Scale;

pub use scale::scale;

pub use tpsl::Covers;

pub use tpsl::TriggerIntent;

pub use tpsl::trigger;

pub use trigger::Exit;

pub use trigger::ExitPrice;

pub use trigger::TRIGGER_SLIPPAGE;

pub use twap::MINIMUM_TWAP_VALUE;

pub use twap::Twap;

pub use twap::TwapCancel;

pub use twap::TwapIntent;

pub use twap::twap;

pub use crate::markets::Side;

Modules

cloid

A client order id: 128 bits the caller picks, written as 0x and 32 hex digits, on an order as it is placed and on the order and fills read back.

close

Closing a position at market: reduce only, the other way, FrontendMarket.

entry

An entry: one order at market or at a limit, with its take profit and stop loss grouped normalTpsl when it has them. Each order is worth at least MINIMUM_ORDER_VALUE.

limit

Limit orders: Gtc, Ioc or Alo at a price brought onto the grid, never against the trader. A limit is never FrontendMarket.

market

Market orders: FrontendMarket at the reference (the mid, or else the mark) moved by the slippage, on the grid. Never Gtc, which would rest whatever did not fill.

order_type

What an order’s t says and how the orders of one action relate: a limit’s time in force, or a trigger and which way it fires, and the action’s grouping.

scale

Scale orders: resting limits evenly spaced between two prices, the size split evenly between them, in one action.

tpsl

Take profit and stop loss: on their own for a fixed size (na) or the whole position (positionTpsl), or attached to an entry (normalTpsl).

trigger

Trigger orders: they rest off the book until the mark crosses the trigger, then fill at market within a slippage or as a limit. Every take profit and stop loss is one.

twap

TWAP: the venue slices an order into one every thirty seconds for 5 minutes to a day. twapOrder and twapCancel carry no builder: the slices cannot name one.

Structs

Order

One order on any market. Price and size go on the wire exactly as given, so put them on the asset’s grid first (crate::utils::Grid).

PlaceOrder

order: one or more orders, grouped, optionally through a builder.