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use std::default::Default;
use std::io;
#[derive(Debug, Clone, Default)]
pub struct OrderState {
pub status: String,
pub init_margin_before: String,
pub maint_margin_before: String,
pub equity_with_loan_before: String,
pub init_margin_change: String,
pub maint_margin_change: String,
pub equity_with_loan_change: String,
pub init_margin_after: String,
pub maint_margin_after: String,
pub equity_with_loan_after: String,
pub commission: f64,
pub min_commission: f64,
pub max_commission: f64,
pub commission_currency: String,
pub warning_text: String,
}
#[derive(Debug, Clone)]
pub struct CommissionReport {
pub exec_id: String,
pub commission: f64,
pub currency: String,
pub realized_pnl: f64,
pub yield_value: f64,
pub yield_redemption_date: i32,
}
#[derive(Debug, Clone)]
#[repr(i32)]
pub enum Liquidities {
None,
Added,
Removed,
RoudedOut,
}
impl Liquidities {
pub fn from_code(v: i32) -> Result<Liquidities, io::Error> {
match v {
0 => Ok(Liquidities::None),
1 => Ok(Liquidities::Added),
2 => Ok(Liquidities::Removed),
3 => Ok(Liquidities::RoudedOut),
_ => Err(io::Error::new(
io::ErrorKind::InvalidData,
"unknown liquidities code",
)),
}
}
}
#[derive(Debug, Clone)]
pub struct Execution {
pub order_id: i32,
pub client_id: i32,
pub exec_id: String,
pub time: String,
pub acct_number: String,
pub exchange: String,
pub side: String,
pub shares: f64,
pub price: f64,
pub perm_id: i32,
pub liquidation: i32,
pub cum_qty: f64,
pub avg_price: f64,
pub order_ref: String,
pub ev_rule: String,
pub ev_multiplier: f64,
pub model_code: String,
pub last_liquidity: Liquidities,
}
#[derive(Debug, Clone)]
pub struct ExecutionFilter {
pub client_id: i32,
pub acct_code: String,
pub time: String,
pub symbol: String,
pub sec_type: String,
pub exchange: String,
pub side: String,
}
impl Default for Execution {
fn default() -> Self {
Execution {
order_id: 0,
client_id: 0,
exec_id: "".to_string(),
time: "".to_string(),
acct_number: "".to_string(),
exchange: "".to_string(),
side: "".to_string(),
shares: 0.0,
price: 0.0,
perm_id: 0,
liquidation: 0,
cum_qty: 0.0,
avg_price: 0.0,
order_ref: "".to_string(),
ev_rule: "".to_string(),
ev_multiplier: 0.0,
model_code: "".to_string(),
last_liquidity: Liquidities::None,
}
}
}