Struct FastExecutionMsg 

pub struct FastExecutionMsg {

    pub category: Category,
    pub symbol: String,
    pub exec_id: String,
    pub exec_price: Decimal,
    pub exec_qty: Decimal,
    pub side: Side,
    pub order_qty: Decimal,
    pub order_id: String,
    pub order_link_id: Option<String>,
    pub is_maker: bool,
    pub fee_currency: String,
    pub fee_rate: Decimal,
    pub exec_fee: Decimal,
    pub trade_iv: Option<Decimal>,
    pub mark_iv: Option<Decimal>,
    pub mark_price: Decimal,
    pub index_price: Option<Decimal>,
    pub underlying_price: Option<Decimal>,
    pub block_trade_id: Option<String>,
    pub exec_time: Timestamp,
}

A fill from the fastExecution private WS topic.

This is a condensed view of an execution that arrives immediately when an order is matched, before the normal settlement cycle that drives ExecutionMsg. The field set is smaller than ExecutionMsg.

Fields

category: Category

Product type.

symbol: String

Symbol name.

exec_id: String

Execution id.

exec_price: Decimal

Execution price.

exec_qty: Decimal

Execution quantity.

side: Side

Order side.

order_qty: Decimal

Order quantity.

order_id: String

Order id.

order_link_id: Option<String>

Client order id (orderLinkId).

is_maker: bool

Whether the execution was a maker trade.

fee_currency: String

Coin in which the fee is charged.

fee_rate: Decimal

Fee rate.

exec_fee: Decimal

Fee charged for the execution.

trade_iv: Option<Decimal>

Implied volatility of the trade (options).

mark_iv: Option<Decimal>

Mark implied volatility (options).

mark_price: Decimal

Mark price.

index_price: Option<Decimal>

Index price.

underlying_price: Option<Decimal>

Underlying price (options).

block_trade_id: Option<String>

Block trade id.

exec_time: Timestamp

Execution time, milliseconds.

Trait Implementations

impl Clone for FastExecutionMsg

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FastExecutionMsg

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for FastExecutionMsg

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for FastExecutionMsg

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for FastExecutionMsg