Struct Order 

pub struct Order { /* private fields */ }

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).

Implementations

impl Order

pub const fn limit( asset: Asset, side: Side, price: Dec, size: Dec, tif: Tif, ) -> Order

A limit order that rests or crosses as tif says.

pub const fn market(asset: Asset, side: Side, bound: Dec, size: Dec) -> Order

A market order: FrontendMarket, always, at bound, the worst price the trader takes (the reference moved by the slippage, on the grid; on an outcome, the edge of the range). Never Gtc: a Gtc at the bound would rest on the book for whatever did not fill.

pub const fn trigger( asset: Asset, side: Side, price: Dec, size: Dec, trigger: Dec, tpsl: Tpsl, is_market: bool, ) -> Order

A take profit or stop loss: fires when the mark crosses trigger, as a market order bounded by price or as a limit at it. A size of zero on a reduce-only trigger means the whole position.

pub const fn reduce_only(self) -> Order

Only ever shrinks the position.

pub const fn with_cloid(self, cloid: Cloid) -> Order

pub const fn asset(&self) -> Asset

pub const fn side(&self) -> Side

pub const fn price(&self) -> Dec

pub const fn size(&self) -> Dec

pub const fn is_reduce_only(&self) -> bool

pub const fn order_type(&self) -> OrderType

pub const fn cloid(&self) -> Option<Cloid>

pub const fn tif(&self) -> Option<Tif>

A limit order’s TIF; None for a trigger.

pub const fn is_market(&self) -> bool

pub const fn is_trigger(&self) -> bool

pub fn wire(&self) -> Map

a b p s r t c, in the order the venue hashes; c only when there is one.

Trait Implementations

impl Clone for Order

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Order

impl Debug for Order

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

Formats the value using the given formatter.

impl Eq for Order

impl PartialEq for Order

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for Order