Enum OrderPacket 

pub enum OrderPacket {
    PostOnly {
        side: Side,
        price_in_ticks: Ticks,
        num_base_lots: BaseLots,
        client_order_id: u128,
        reject_post_only: bool,
        use_only_deposited_funds: bool,
        last_valid_slot: Option<u64>,
        last_valid_unix_timestamp_in_seconds: Option<u64>,
        fail_silently_on_insufficient_funds: bool,
    },
    Limit {
        side: Side,
        price_in_ticks: Ticks,
        num_base_lots: BaseLots,
        self_trade_behavior: SelfTradeBehavior,
        match_limit: Option<u64>,
        client_order_id: u128,
        use_only_deposited_funds: bool,
        last_valid_slot: Option<u64>,
        last_valid_unix_timestamp_in_seconds: Option<u64>,
        fail_silently_on_insufficient_funds: bool,
    },
    ImmediateOrCancel {
        side: Side,
        price_in_ticks: Option<Ticks>,
        num_base_lots: BaseLots,
        num_quote_lots: QuoteLots,
        min_base_lots_to_fill: BaseLots,
        min_quote_lots_to_fill: QuoteLots,
        self_trade_behavior: SelfTradeBehavior,
        match_limit: Option<u64>,
        client_order_id: u128,
        use_only_deposited_funds: bool,
        last_valid_slot: Option<u64>,
        last_valid_unix_timestamp_in_seconds: Option<u64>,
    },
}

Variants

PostOnly

This order type is used to place a limit order on the book. It will never be matched against other existing limit orders

Fields

side: Side

price_in_ticks: Ticks

The price of the order, in ticks

num_base_lots: BaseLots

Number of base lots to place on the book

client_order_id: u128

Client order id used to identify the order in the response to the client

reject_post_only: bool

Flag for whether or not to reject the order if it would immediately match or amend it to the best non-crossing price Default value is true

use_only_deposited_funds: bool

Flag for whether or not the order should only use funds that are already in the account Using only deposited funds will allow the trader to pass in less accounts per instruction and save transaction space as well as compute. This is only for traders who have a seat

last_valid_slot: Option<u64>

If this is set, the order will be invalid after the specified slot

last_valid_unix_timestamp_in_seconds: Option<u64>

If this is set, the order will be invalid after the specified unix timestamp

fail_silently_on_insufficient_funds: bool

If this is set, the order will fail silently if there are insufficient funds

Limit

This order type is used to place a limit order on the book It can be matched against other existing limit orders, but will posted at the specified level if it is not matched

Fields

side: Side

price_in_ticks: Ticks

The price of the order, in ticks

num_base_lots: BaseLots

Total number of base lots to place on the book or fill at a better price

self_trade_behavior: SelfTradeBehavior

How the matching engine should handle a self trade

match_limit: Option<u64>

Number of orders to match against. If this is None there is no limit

client_order_id: u128

Client order id used to identify the order in the response to the client

use_only_deposited_funds: bool

Flag for whether or not the order should only use funds that are already in the account. Using only deposited funds will allow the trader to pass in less accounts per instruction and save transaction space as well as compute. This is only for traders who have a seat

last_valid_slot: Option<u64>

If this is set, the order will be invalid after the specified slot

last_valid_unix_timestamp_in_seconds: Option<u64>

If this is set, the order will be invalid after the specified unix timestamp

fail_silently_on_insufficient_funds: bool

If this is set, the order will fail silently if there are insufficient funds

ImmediateOrCancel

This order type is used to place an order that will be matched against existing resting orders If the order matches fewer than min_lots lots, it will be cancelled.

Fill or Kill (FOK) orders are a subset of Immediate or Cancel (IOC) orders where either the num_base_lots is equal to the min_base_lots_to_fill of the order, or the num_quote_lots is equal to the min_quote_lots_to_fill of the order.

Fields

side: Side

price_in_ticks: Option<Ticks>

The most aggressive price an order can be matched at. For example, if there is an IOC buy order to purchase 10 lots with the tick_per_lot parameter set to 10, then the order will never be matched at a price higher than 10 quote ticks per base unit. If this value is None, then the order is treated as a market order.

num_base_lots: BaseLots

The number of base lots to fill against the order book. Either this parameter or the num_quote_lots parameter must be set to a nonzero value.

num_quote_lots: QuoteLots

The number of quote lots to fill against the order book. Either this parameter or the num_base_lots parameter must be set to a nonzero value.

min_base_lots_to_fill: BaseLots

The minimum number of base lots to fill against the order book. If the order does not fill this many base lots, it will be voided.

min_quote_lots_to_fill: QuoteLots

The minimum number of quote lots to fill against the order book. If the order does not fill this many quote lots, it will be voided.

self_trade_behavior: SelfTradeBehavior

How the matching engine should handle a self trade.

match_limit: Option<u64>

Number of orders to match against. If set to None, there is no limit.

client_order_id: u128

Client order id used to identify the order in the program’s inner instruction data.

use_only_deposited_funds: bool

Flag for whether or not the order should only use funds that are already in the account. Using only deposited funds will allow the trader to pass in less accounts per instruction and save transaction space as well as compute. This is only for traders who have a seat

last_valid_slot: Option<u64>

If this is set, the order will be invalid after the specified slot

last_valid_unix_timestamp_in_seconds: Option<u64>

If this is set, the order will be invalid after the specified unix timestamp

Implementations

impl OrderPacket

pub fn new_post_only_default( side: Side, price_in_ticks: u64, num_base_lots: u64, ) -> Self

pub fn new_post_only_default_with_client_order_id( side: Side, price_in_ticks: u64, num_base_lots: u64, client_order_id: u128, ) -> Self

pub fn new_adjustable_post_only_default_with_client_order_id( side: Side, price_in_ticks: u64, num_base_lots: u64, client_order_id: u128, ) -> Self

pub fn new_post_only( side: Side, price_in_ticks: u64, num_base_lots: u64, client_order_id: u128, reject_post_only: bool, use_only_deposited_funds: bool, ) -> Self

pub fn new_limit_order_default( side: Side, price_in_ticks: u64, num_base_lots: u64, ) -> Self

pub fn new_limit_order_default_with_client_order_id( side: Side, price_in_ticks: u64, num_base_lots: u64, client_order_id: u128, ) -> Self

pub fn new_limit_order( side: Side, price_in_ticks: u64, num_base_lots: u64, self_trade_behavior: SelfTradeBehavior, match_limit: Option<u64>, client_order_id: u128, use_only_deposited_funds: bool, ) -> Self

pub fn new_fok_sell_with_limit_price( target_price_in_ticks: u64, base_lot_budget: u64, self_trade_behavior: SelfTradeBehavior, match_limit: Option<u64>, client_order_id: u128, use_only_deposited_funds: bool, ) -> Self

pub fn new_fok_buy_with_limit_price( target_price_in_ticks: u64, base_lot_budget: u64, self_trade_behavior: SelfTradeBehavior, match_limit: Option<u64>, client_order_id: u128, use_only_deposited_funds: bool, ) -> Self

pub fn new_ioc_sell_with_limit_price( price_in_ticks: u64, num_base_lots: u64, self_trade_behavior: SelfTradeBehavior, match_limit: Option<u64>, client_order_id: u128, use_only_deposited_funds: bool, ) -> Self

pub fn new_ioc_buy_with_limit_price( price_in_ticks: u64, num_quote_lots: u64, self_trade_behavior: SelfTradeBehavior, match_limit: Option<u64>, client_order_id: u128, use_only_deposited_funds: bool, ) -> Self

pub fn new_ioc_by_lots( side: Side, price_in_ticks: u64, base_lot_budget: u64, self_trade_behavior: SelfTradeBehavior, match_limit: Option<u64>, client_order_id: u128, use_only_deposited_funds: bool, ) -> Self

pub fn new_ioc_buy_with_slippage( quote_lots_in: u64, min_base_lots_out: u64, ) -> Self

pub fn new_ioc_sell_with_slippage( base_lots_in: u64, min_quote_lots_out: u64, ) -> Self

pub fn new_ioc( side: Side, price_in_ticks: Option<u64>, num_base_lots: u64, num_quote_lots: u64, min_base_lots_to_fill: u64, min_quote_lots_to_fill: u64, self_trade_behavior: SelfTradeBehavior, match_limit: Option<u64>, client_order_id: u128, use_only_deposited_funds: bool, last_valid_slot: Option<u64>, last_valid_unix_timestamp_in_seconds: Option<u64>, ) -> Self

impl OrderPacket

pub fn side(&self) -> Side

pub fn fail_silently_on_insufficient_funds(&self) -> bool

pub fn client_order_id(&self) -> u128

pub fn num_base_lots(&self) -> BaseLots

pub fn num_quote_lots(&self) -> QuoteLots

pub fn base_lot_budget(&self) -> BaseLots

pub fn quote_lot_budget(&self) -> Option<QuoteLots>

pub fn match_limit(&self) -> u64

pub fn self_trade_behavior(&self) -> SelfTradeBehavior

pub fn get_price_in_ticks(&self) -> Ticks

pub fn set_price_in_ticks(&mut self, price_in_ticks: Ticks)

pub fn get_last_valid_slot(&self) -> Option<u64>

pub fn get_last_valid_unix_timestamp_in_seconds(&self) -> Option<u64>

pub fn is_expired( &self, current_slot: u64, current_unix_timestamp_in_seconds: u64, ) -> bool

Trait Implementations

impl BorshDeserialize for OrderPacket

where Side: BorshDeserialize, Ticks: BorshDeserialize, BaseLots: BorshDeserialize, u128: BorshDeserialize, bool: BorshDeserialize, Option<u64>: BorshDeserialize, SelfTradeBehavior: BorshDeserialize, Option<Ticks>: BorshDeserialize, QuoteLots: BorshDeserialize,

fn deserialize_reader<R: Read>(reader: &mut R) -> Result<Self, Error>

fn deserialize(buf: &mut &[u8]) -> Result<Self, Error>

Deserializes this instance from a given slice of bytes. Updates the buffer to point at the remaining bytes.

fn try_from_slice(v: &[u8]) -> Result<Self, Error>

Deserialize this instance from a slice of bytes.

fn try_from_reader<R>(reader: &mut R) -> Result<Self, Error>

where R: Read,

impl BorshSerialize for OrderPacket

where Side: BorshSerialize, Ticks: BorshSerialize, BaseLots: BorshSerialize, u128: BorshSerialize, bool: BorshSerialize, Option<u64>: BorshSerialize, SelfTradeBehavior: BorshSerialize, Option<Ticks>: BorshSerialize, QuoteLots: BorshSerialize,

fn serialize<W: Write>(&self, writer: &mut W) -> Result<(), Error>

fn try_to_vec(&self) -> Result<Vec<u8>, Error>

Serialize this instance into a vector of bytes.

impl Clone for OrderPacket

fn clone(&self) -> OrderPacket

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderPacket

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

Formats the value using the given formatter.

impl EnumExt for OrderPacket

where Side: BorshDeserialize, Ticks: BorshDeserialize, BaseLots: BorshDeserialize, u128: BorshDeserialize, bool: BorshDeserialize, Option<u64>: BorshDeserialize, SelfTradeBehavior: BorshDeserialize, Option<Ticks>: BorshDeserialize, QuoteLots: BorshDeserialize,

fn deserialize_variant<R: Read>( reader: &mut R, variant_idx: u8, ) -> Result<Self, Error>

Deserialises given variant of an enum from the reader.

impl<MarketTraderId: Debug + PartialOrd + Ord + Default + Copy + Clone + Zeroable + Pod + BorshDeserialize + BorshSerialize, const BIDS_SIZE: usize, const ASKS_SIZE: usize, const NUM_SEATS: usize> Market<MarketTraderId, FIFOOrderId, FIFORestingOrder, OrderPacket> for FIFOMarket<MarketTraderId, BIDS_SIZE, ASKS_SIZE, NUM_SEATS>

fn get_data_size(&self) -> usize

fn get_taker_fee_bps(&self) -> u64

fn get_tick_size(&self) -> QuoteLotsPerBaseUnitPerTick

fn get_base_lots_per_base_unit(&self) -> BaseLotsPerBaseUnit

fn get_sequence_number(&self) -> u64

fn get_collected_fee_amount(&self) -> QuoteLots

fn get_uncollected_fee_amount(&self) -> QuoteLots

fn get_registered_traders( &self, ) -> &dyn OrderedNodeAllocatorMap<MarketTraderId, TraderState>

fn get_trader_state(&self, trader_id: &MarketTraderId) -> Option<&TraderState>

fn get_trader_state_from_index(&self, index: u32) -> &TraderState

fn get_trader_index(&self, trader_id: &MarketTraderId) -> Option<u32>

fn get_trader_id_from_index(&self, trader_index: u32) -> MarketTraderId

fn get_book( &self, side: Side, ) -> &dyn OrderedNodeAllocatorMap<FIFOOrderId, FIFORestingOrder>

fn get_ladder(&self, levels: u64) -> Ladder

fn get_ladder_with_expiration( &self, levels: u64, last_valid_slot: Option<u64>, last_valid_unix_timestamp_in_seconds: Option<u64>, ) -> Ladder

fn get_typed_ladder(&self, levels: u64) -> TypedLadder

fn get_typed_ladder_with_expiration( &self, levels: u64, last_valid_slot: Option<u64>, last_valid_unix_timestamp_in_seconds: Option<u64>, ) -> TypedLadder

impl OrderPacketMetadata for OrderPacket

fn is_ioc(&self) -> bool

fn is_fok(&self) -> bool

fn is_post_only(&self) -> bool

fn no_deposit_or_withdrawal(&self) -> bool

fn is_take_only(&self) -> bool

impl PartialEq for OrderPacket

fn eq(&self, other: &OrderPacket) -> 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 Copy for OrderPacket

impl Eq for OrderPacket

impl StructuralPartialEq for OrderPacket