Enum Event 

pub enum Event {
    SubmitLimit {
        side: Side,
        price: Price,
        quantity: Quantity,
        time_in_force: TimeInForce,
    },
    SubmitMarket {
        side: Side,
        quantity: Quantity,
    },
    Cancel {
        order_id: OrderId,
    },
    Modify {
        order_id: OrderId,
        new_price: Price,
        new_quantity: Quantity,
    },
    SubmitStopMarket {
        side: Side,
        stop_price: Price,
        quantity: Quantity,
    },
    SubmitStopLimit {
        side: Side,
        stop_price: Price,
        limit_price: Price,
        quantity: Quantity,
        time_in_force: TimeInForce,
    },
    SubmitTrailingStopMarket {
        side: Side,
        stop_price: Price,
        quantity: Quantity,
        trail_method: TrailMethod,
    },
    SubmitTrailingStopLimit {
        side: Side,
        stop_price: Price,
        limit_price: Price,
        quantity: Quantity,
        time_in_force: TimeInForce,
        trail_method: TrailMethod,
    },
}

An event that can be applied to an exchange.

Events capture all inputs (not outputs like trades). Replaying the same events produces identical state.

Variants

SubmitLimit

Submit a limit order

Fields

side: Side

price: Price

quantity: Quantity

time_in_force: TimeInForce

SubmitMarket

Submit a market order

Fields

side: Side

quantity: Quantity

Cancel

Cancel an order

Fields

order_id: OrderId

Modify

Modify an order (cancel and replace)

Fields

order_id: OrderId

new_price: Price

new_quantity: Quantity

SubmitStopMarket

Submit a stop-market order

Fields

side: Side

stop_price: Price

quantity: Quantity

SubmitStopLimit

Submit a stop-limit order

Fields

side: Side

stop_price: Price

limit_price: Price

quantity: Quantity

time_in_force: TimeInForce

SubmitTrailingStopMarket

Submit a trailing stop-market order

Fields

side: Side

stop_price: Price

quantity: Quantity

trail_method: TrailMethod

SubmitTrailingStopLimit

Submit a trailing stop-limit order

Fields

side: Side

stop_price: Price

limit_price: Price

quantity: Quantity

time_in_force: TimeInForce

trail_method: TrailMethod

Implementations

impl Event

pub fn submit_limit( side: Side, price: Price, quantity: Quantity, time_in_force: TimeInForce, ) -> Self

Create a SubmitLimit event.

pub fn submit_market(side: Side, quantity: Quantity) -> Self

Create a SubmitMarket event.

pub fn cancel(order_id: OrderId) -> Self

Create a Cancel event.

pub fn modify( order_id: OrderId, new_price: Price, new_quantity: Quantity, ) -> Self

Create a Modify event.

pub fn submit_stop_market( side: Side, stop_price: Price, quantity: Quantity, ) -> Self

Create a SubmitStopMarket event.

pub fn submit_stop_limit( side: Side, stop_price: Price, limit_price: Price, quantity: Quantity, time_in_force: TimeInForce, ) -> Self

Create a SubmitStopLimit event.

pub fn submit_trailing_stop_market( side: Side, stop_price: Price, quantity: Quantity, trail_method: TrailMethod, ) -> Self

Create a SubmitTrailingStopMarket event.

pub fn submit_trailing_stop_limit( side: Side, stop_price: Price, limit_price: Price, quantity: Quantity, time_in_force: TimeInForce, trail_method: TrailMethod, ) -> Self

Create a SubmitTrailingStopLimit event.

Trait Implementations

impl Clone for Event

fn clone(&self) -> Event

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Event

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

Formats the value using the given formatter.

impl PartialEq for Event

fn eq(&self, other: &Event) -> 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 StructuralPartialEq for Event