Struct Fill 

pub struct Fill {
    pub symbol: Symbol,
    pub side: Side,
    pub quantity: Quantity,
    pub price: Price,
    pub timestamp: NanoTimestamp,
    pub commission: Decimal,
}

A single trade execution event.

Fields

symbol: Symbol

The instrument traded.

side: Side

Whether this fill is a buy (Bid) or sell (Ask).

quantity: Quantity

The number of units traded.

price: Price

The execution price.

timestamp: NanoTimestamp

When the fill occurred.

commission: Decimal

Commission charged.

Implementations

impl Fill

pub fn new( symbol: Symbol, side: Side, quantity: Quantity, price: Price, timestamp: NanoTimestamp, ) -> Self

Constructs a Fill without commission (zero commission).

pub fn with_commission( symbol: Symbol, side: Side, quantity: Quantity, price: Price, timestamp: NanoTimestamp, commission: Decimal, ) -> Self

Constructs a Fill with the specified commission.

pub fn notional(&self) -> Decimal

Returns the gross notional value of this fill: price × quantity.

Does not subtract commission. Useful for computing total capital deployed per fill and aggregate turnover statistics.

Trait Implementations

impl Clone for Fill

fn clone(&self) -> Fill

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Fill

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Fill

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for Fill

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

where __S: Serializer,

Serialize this value into the given Serde serializer.