Struct RecordedFill 

pub struct RecordedFill {

    pub id: String,
    pub action_id: Option<String>,
    pub position_id: String,
    pub symbol: String,
    pub signal_ts: Option<NaiveDateTime>,
    pub effective_ts: NaiveDateTime,
    pub execution_ts: Option<NaiveDateTime>,
    pub quote_ts: NaiveDateTime,
    pub quote_age_millis: Option<i64>,
    pub size: f64,
    pub bid: f64,
    pub ask: f64,
    pub fill: ExecutionFill,
}

An execution fill enriched with all timing and quote context needed for an execution audit.

Fields

id: String

action_id: Option<String>

position_id: String

symbol: String

signal_ts: Option<NaiveDateTime>

Source signal time. Engine-generated exits may have no source signal.

effective_ts: NaiveDateTime

Time at which the action became eligible for execution.

execution_ts: Option<NaiveDateTime>

Timestamp at which the fill changed execution/account state.

quote_ts: NaiveDateTime

Timestamp of the source quote used by the execution pricer.

quote_age_millis: Option<i64>

Age of the source quote at execution. Older payloads omit this field.

size: f64

bid: f64

ask: f64

fill: ExecutionFill

Price-selection and slippage result from qs_core.

Implementations

impl RecordedFill

pub fn from_quote( position_id: impl Into<String>, action_id: Option<String>, sequence: u64, signal_ts: Option<NaiveDateTime>, effective_ts: NaiveDateTime, size: f64, quote: &PriceQuote, fill: ExecutionFill, ) -> Self

pub fn from_quote_at( position_id: impl Into<String>, action_id: Option<String>, sequence: u64, signal_ts: Option<NaiveDateTime>, effective_ts: NaiveDateTime, execution_ts: NaiveDateTime, size: f64, quote: &PriceQuote, fill: ExecutionFill, ) -> Self

Trait Implementations

impl Clone for RecordedFill

fn clone(&self) -> RecordedFill

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RecordedFill

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for RecordedFill

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for RecordedFill

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for RecordedFill

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for RecordedFill