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FillReport

nautilus_model::reports::fill

Struct FillReport

pub struct FillReport {Show 15 fields
    pub account_id: AccountId,
    pub instrument_id: InstrumentId,
    pub venue_order_id: VenueOrderId,
    pub trade_id: TradeId,
    pub order_side: OrderSide,
    pub last_qty: Quantity,
    pub last_px: Price,
    pub commission: Money,
    pub liquidity_side: LiquiditySide,
    pub avg_px: Option<Decimal>,
    pub report_id: UUID4,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
    pub client_order_id: Option<ClientOrderId>,
    pub venue_position_id: Option<PositionId>,
}

Expand description

Represents a fill report of a single order execution.

Fields§

§account_id: AccountId

The account ID associated with the position.

§instrument_id: InstrumentId

The instrument ID associated with the event.

§venue_order_id: VenueOrderId

The venue assigned order ID.

§trade_id: TradeId

The trade match ID (assigned by the venue).

§order_side: OrderSide

The order side.

§last_qty: Quantity

The last fill quantity for the position.

§last_px: Price

The last fill price for the position.

§commission: Money

The commission generated from the fill.

§liquidity_side: LiquiditySide

The liquidity side of the execution.

§avg_px: Option<Decimal>

The cumulative or chunk average execution price when provided by the venue.

§report_id: UUID4

The unique identifier for the event.

§ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the event occurred.

§ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the event was initialized.

§client_order_id: Option<ClientOrderId>

The client order ID.

§venue_position_id: Option<PositionId>

The position ID (assigned by the venue).

Implementations§

impl FillReport

pub fn new( account_id: AccountId, instrument_id: InstrumentId, venue_order_id: VenueOrderId, trade_id: TradeId, order_side: OrderSide, last_qty: Quantity, last_px: Price, commission: Money, liquidity_side: LiquiditySide, client_order_id: Option<ClientOrderId>, venue_position_id: Option<PositionId>, ts_event: UnixNanos, ts_init: UnixNanos, report_id: Option<UUID4>, ) -> Self

Creates a new FillReport instance with required fields.

pub const fn has_client_order_id(&self) -> bool

Checks if the fill has a client order ID.

pub const fn has_venue_position_id(&self) -> bool

Utility method to check if the fill has a venue position ID.

Trait Implementations§

impl CatalogPathPrefix for FillReport

fn path_prefix() -> &'static str

Returns the path prefix (directory name) for this data type.

impl Clone for FillReport

fn clone(&self) -> FillReport

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

impl Debug for FillReport

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for FillReport

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

impl Display for FillReport

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

Formats the value using the given formatter. Read more

impl Eq for FillReport

impl HasTsInit for FillReport

fn ts_init(&self) -> UnixNanos

Returns the UNIX timestamp (nanoseconds) when the instance was created.

impl PartialEq for FillReport

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

Equality operator ==. Read more

1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more

impl Serialize for FillReport

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

impl StructuralPartialEq for FillReport

Auto Trait Implementations§

impl Freeze for FillReport

impl RefUnwindSafe for FillReport

impl Send for FillReport

impl Sync for FillReport

impl Unpin for FillReport

impl UnsafeUnpin for FillReport

impl UnwindSafe for FillReport

Blanket Implementations§

impl<T> Allocation for T
where T: RefUnwindSafe + Send + Sync,

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
where ST: ?Sized, DT: ?Sized,

impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
where ST: ?Sized, DT: ?Sized,

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

impl<Q, K> Equivalent<K> for Q
where Q: Eq + ?Sized, K: Borrow<Q> + ?Sized,

fn equivalent(&self, key: &K) -> bool

Checks if this value is equivalent to the given key. Read more

impl<Q, K> Equivalent<K> for Q
where Q: Eq + ?Sized, K: Borrow<Q> + ?Sized,

fn equivalent(&self, key: &K) -> bool

Compare self to key and return true if they are equal.

impl<Q, K> Equivalent<K> for Q
where Q: Eq + ?Sized, K: Borrow<Q> + ?Sized,

fn equivalent(&self, key: &K) -> bool

Checks if this value is equivalent to the given key. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> Read<Exclusive, BecauseExclusive> for T
where T: ?Sized,

impl<T> Same for T

type Output = T

Should always be Self

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T> ToString for T
where T: Display + ?Sized,

fn to_string(&self) -> String

Converts the given value to a String. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = !

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, !>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.