Struct lfest::Order

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,
}

Defines an order

Fields

id: u64

id will be filled in using exchange.submit_order()

timestamp: u64

timestamp will be filled in using exchange.submit_order()

order_type: OrderType

order type

limit_price: f64

the limit order price

trigger_price: f64

the trigger price

size: f64

order size

side: Side

order side

executed: bool

whether or not the order has been marked as executed

Implementations

impl Order

pub fn limit(
    side: Side,
    limit_price: f64,
    size: f64
) -> Result<Order, OrderError>

Create a new limit order Returns an OrderError if either the limit_price or size is invalid

pub fn market(side: Side, size: f64) -> Result<Order, OrderError>

Create a new market order Returns an OrderError if wrong size provided

pub fn stop_market(
    side: Side,
    trigger_price: f64,
    size: f64
) -> Result<Order, OrderError>

Create a new stop market order Returns an OrderError if either the trigger_price or size is invalid

Trait Implementations

impl Clone for Order

fn clone(&self) -> Order

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for Order

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

Formats the value using the given formatter.