#[repr(C)]pub struct dxf_order_t {Show 21 fields
pub source: [dxf_char_t; 17],
pub event_flags: dxf_event_flags_t,
pub index: dxf_long_t,
pub time: dxf_long_t,
pub sequence: dxf_int_t,
pub time_nanos: dxf_int_t,
pub action: dxf_order_action_t,
pub action_time: dxf_long_t,
pub order_id: dxf_long_t,
pub aux_order_id: dxf_long_t,
pub price: dxf_double_t,
pub size: dxf_double_t,
pub executed_size: dxf_double_t,
pub count: dxf_double_t,
pub trade_id: dxf_long_t,
pub trade_price: dxf_double_t,
pub trade_size: dxf_double_t,
pub exchange_code: dxf_char_t,
pub side: dxf_order_side_t,
pub scope: dxf_order_scope_t,
pub __bindgen_anon_1: dxf_order_t__bindgen_ty_1,
}Expand description
Order
Fields§
§source: [dxf_char_t; 17]Source of this order
event_flags: dxf_event_flags_tTransactional event flags.
index: dxf_long_tUnique per-symbol index of this order.
time: dxf_long_tTime of this order. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
sequence: dxf_int_tSequence number of this order to distinguish orders that have the same #time.
time_nanos: dxf_int_tMicroseconds and nanoseconds part of time of this order.
action: dxf_order_action_tOrder action if available, otherwise - dxf_oa_undefined. This field is a part of the FOB (“Full Order Book”) support.
action_time: dxf_long_tTime of the last \ref dxf_order.action if available, otherwise - 0. This field is a part of the FOB (“Full Order Book”) support.
order_id: dxf_long_tContains order ID if available, otherwise - 0. Some actions dxf_oa_trade, dxf_oa_bust have no order since they are not related to any order in Order book.
This field is a part of the FOB (“Full Order Book”) support.
aux_order_id: dxf_long_tContains auxiliary order ID if available, otherwise - 0:
- in dxf_oa_new - ID of the order replaced by this new order
- in dxf_oa_delete - ID of the order that replaces this deleted order
- in dxf_oa_partial - ID of the aggressor order
- in dxf_oa_execute - ID of the aggressor order
This field is a part of the FOB (“Full Order Book”) support.
price: dxf_double_tPrice of this order.
size: dxf_double_tSize of this order
executed_size: dxf_double_tExecuted size of this order. This field is a part of the FOB (“Full Order Book”) support.
count: dxf_double_tNumber of individual orders in this aggregate order.
trade_id: dxf_long_tContains trade (order execution) ID for events containing trade-related action if available, otherwise - 0.
This field is a part of the FOB (“Full Order Book”) support.
trade_price: dxf_double_tContains trade price for events containing trade-related action.
This field is a part of the FOB (“Full Order Book”) support.
trade_size: dxf_double_tContains trade size for events containing trade-related action.
This field is a part of the FOB (“Full Order Book”) support.
exchange_code: dxf_char_tExchange code of this order
side: dxf_order_side_tSide of this order
scope: dxf_order_scope_tScope of this order
__bindgen_anon_1: dxf_order_t__bindgen_ty_1Trait Implementations§
Source§impl Clone for dxf_order_t
impl Clone for dxf_order_t
Source§fn clone(&self) -> dxf_order_t
fn clone(&self) -> dxf_order_t
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read more