lighter_rust/models/
order.rs

1use super::{OrderStatus, OrderType, Side};
2use chrono::{DateTime, Utc};
3use serde::{Deserialize, Serialize};
4
5#[derive(Debug, Clone, Serialize, Deserialize)]
6pub struct Order {
7    pub id: String,
8    pub client_order_id: Option<String>,
9    pub symbol: String,
10    pub side: Side,
11    pub order_type: OrderType,
12    pub status: OrderStatus,
13    pub quantity: String,
14    pub price: Option<String>,
15    pub stop_price: Option<String>,
16    pub filled_quantity: String,
17    pub remaining_quantity: String,
18    pub average_fill_price: Option<String>,
19    pub fee: Option<String>,
20    pub time_in_force: TimeInForce,
21    pub created_at: DateTime<Utc>,
22    pub updated_at: DateTime<Utc>,
23    pub expires_at: Option<DateTime<Utc>>,
24}
25
26#[derive(Debug, Clone, Copy, Serialize, Deserialize, PartialEq, Eq)]
27#[serde(rename_all = "SCREAMING_SNAKE_CASE")]
28pub enum TimeInForce {
29    Gtc, // Good Till Cancelled
30    Ioc, // Immediate Or Cancel
31    Fok, // Fill Or Kill
32    Day, // Good For Day
33}
34
35#[derive(Debug, Clone, Serialize, Deserialize)]
36pub struct CreateOrderRequest {
37    pub symbol: String,
38    pub side: Side,
39    pub order_type: OrderType,
40    pub quantity: String,
41    pub price: Option<String>,
42    pub stop_price: Option<String>,
43    pub client_order_id: Option<String>,
44    pub time_in_force: TimeInForce,
45    pub post_only: Option<bool>,
46    pub reduce_only: Option<bool>,
47    pub signature: String,
48    pub nonce: u64,
49}
50
51#[derive(Debug, Clone, Serialize, Deserialize)]
52pub struct CancelOrderRequest {
53    pub order_id: Option<String>,
54    pub client_order_id: Option<String>,
55    pub symbol: Option<String>,
56    pub signature: String,
57    pub nonce: u64,
58}
59
60#[derive(Debug, Clone, Serialize, Deserialize)]
61pub struct Trade {
62    pub id: String,
63    pub order_id: String,
64    pub symbol: String,
65    pub side: Side,
66    pub quantity: String,
67    pub price: String,
68    pub fee: String,
69    pub fee_asset: String,
70    pub is_maker: bool,
71    pub timestamp: DateTime<Utc>,
72}
73
74#[derive(Debug, Clone, Serialize, Deserialize)]
75pub struct OrderFilter {
76    pub symbol: Option<String>,
77    pub status: Option<OrderStatus>,
78    pub side: Option<Side>,
79    pub order_type: Option<OrderType>,
80    pub start_time: Option<DateTime<Utc>>,
81    pub end_time: Option<DateTime<Utc>>,
82    pub page: Option<u32>,
83    pub limit: Option<u32>,
84}
lighter_rust/models/order.rs

lighter_rust/models/
order.rs
