Struct Order 

pub struct Order {
    pub id: OrderId,
    pub side: Side,
    pub price: Price,
    pub original_quantity: Quantity,
    pub remaining_quantity: Quantity,
    pub filled_quantity: Quantity,
    pub timestamp: Timestamp,
    pub time_in_force: TimeInForce,
    pub status: OrderStatus,
    /* private fields */
}

An order in the order book.

Fields

id: OrderId

Unique identifier assigned by exchange

side: Side

Buy or sell

price: Price

Limit price (max for buy, min for sell)

original_quantity: Quantity

Original quantity when submitted

remaining_quantity: Quantity

Quantity still available to fill

filled_quantity: Quantity

Quantity that has been filled

timestamp: Timestamp

When the order was received by exchange

time_in_force: TimeInForce

How long the order stays active

status: OrderStatus

Current lifecycle status

Implementations

impl Order

pub fn new( id: OrderId, side: Side, price: Price, quantity: Quantity, timestamp: Timestamp, time_in_force: TimeInForce, ) -> Self

Create a new order with the given parameters.

The order starts with remaining_quantity == original_quantity, filled_quantity == 0, and status == New.

pub fn is_active(&self) -> bool

Returns true if the order can still be filled or cancelled.

pub fn fill(&mut self, quantity: Quantity)

Fill the order by the given quantity.

Updates remaining_quantity, filled_quantity, and status.

Panics

Panics if quantity > remaining_quantity.

pub fn cancel(&mut self) -> Quantity

Cancel the order, setting status to Cancelled.

Returns the quantity that was cancelled (remaining at time of cancel).

Panics

Panics if the order is already in a terminal state.

Trait Implementations

impl Clone for Order

fn clone(&self) -> Order

Returns a duplicate 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.

impl PartialEq for Order

fn eq(&self, other: &Order) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Eq for Order

impl StructuralPartialEq for Order