1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
use crate::{OrderError, OrderType, Side};
#[derive(Debug, Clone)]
pub struct Order {
pub id: u64,
pub timestamp: u64,
pub order_type: OrderType,
pub limit_price: f64,
pub trigger_price: f64,
pub size: f64,
pub side: Side,
pub executed: bool,
}
impl Order {
pub fn limit(side: Side, limit_price: f64, size: f64) -> Result<Order, OrderError> {
if limit_price <= 0.0 {
return Err(OrderError::InvalidLimitPrice);
}
if size <= 0.0 {
return Err(OrderError::InvalidOrderSize);
}
Ok(Order {
id: 0,
timestamp: 0,
order_type: OrderType::Limit,
limit_price,
trigger_price: 0.0,
size,
side,
executed: false,
})
}
pub fn market(side: Side, size: f64) -> Result<Order, OrderError> {
if size <= 0.0 {
return Err(OrderError::InvalidOrderSize);
}
Ok(Order {
id: 0,
timestamp: 0,
order_type: OrderType::Market,
limit_price: 0.0,
trigger_price: 0.0,
size,
side,
executed: false,
})
}
pub fn stop_market(side: Side, trigger_price: f64, size: f64) -> Result<Order, OrderError> {
if trigger_price <= 0.0 {
return Err(OrderError::InvalidTriggerPrice);
}
if size <= 0.0 {
return Err(OrderError::InvalidOrderSize);
}
Ok(Order {
id: 0,
timestamp: 0,
order_type: OrderType::StopMarket,
limit_price: 0.0,
trigger_price,
size,
side,
executed: false,
})
}
pub(crate) fn mark_executed(&mut self) {
self.executed = true;
}
}