Struct TradeData 

pub struct TradeData {

    pub gateway_name: String,
    pub symbol: String,
    pub exchange: Exchange,
    pub orderid: String,
    pub tradeid: String,
    pub direction: Option<Direction>,
    pub offset: Offset,
    pub price: f64,
    pub volume: f64,
    pub datetime: Option<DtNs>,
    pub commission: f64,
    pub slippage: f64,
    pub trade_pnl: f64,
    pub name: String,
    pub traded_amount: f64,
}

成交回报数据:一单可多笔。

Fields

gateway_name: String

上游网关名

symbol: String

合约代码

exchange: Exchange

交易所

orderid: String

所属委托号(网关内唯一)

tradeid: String

成交号(网关内唯一)

direction: Option<Direction>

方向(缺省 None)

offset: Offset

开平(缺省 NONE)

price: f64

成交价

volume: f64

成交量

datetime: Option<DtNs>

时间戳(UTC 纪元纳秒;缺省 None)

commission: f64

手续费(enkeep 扩展)

slippage: f64

滑点(enkeep 扩展)

trade_pnl: f64

平仓盈亏(平仓时计算,enkeep 扩展)

name: String

证券名称

traded_amount: f64

成交金额

Implementations

impl TradeData

pub fn en_symbol(&self) -> String

en_symbol(派生方法;分配一次)。

pub fn en_symbol_into(&self, buf: &mut String)

零分配版本:追加到复用缓冲。

pub fn en_orderid(&self) -> String

en_orderid = "{gateway_name}.{orderid}"(object.py:230)。

pub fn en_tradeid(&self) -> String

en_tradeid = "{gateway_name}.{tradeid}"(object.py:231)。

Trait Implementations

impl Clone for TradeData

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TradeData

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

Formats the value using the given formatter.

impl Default for TradeData

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for TradeData

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for TradeData