quantaxis_rs/
qaorder.rs

1use uuid::Uuid;
2use serde::{Serialize, Deserialize};
3
4#[derive(Debug, Clone)]
5pub struct QAOrder {
6    pub account_cookie: String,
7    pub user_id: String,
8    pub instrument_id: String,
9    pub towards: i32,
10    pub exchange_id: String,
11    pub order_time: String,
12    pub volume: f64,
13    pub price: f64,
14    pub order_id: String,
15    pub seqno: String,
16    pub direction: String,
17    pub offset: String,
18    pub volume_orign: f64,
19    pub price_type: String,
20    pub limit_price: f64,
21    pub time_condition: String,
22    pub volume_condition: String,
23    pub insert_date_time: String,
24    pub exchange_order_id: String,
25    pub status: i32,
26    pub volume_left: f64,
27    pub last_msg: String,
28}
29
30impl QAOrder {
31    pub fn new(
32        account: String,
33        code: String,
34        towards: i32,
35        exchange_id: String,
36        order_time: String,
37        volume: f64,
38        price: f64,
39        order_id: String,
40    ) -> Self {
41        let mut direction = "BUY".to_string();
42        let mut offset = "OPEN".to_string();
43
44        match towards {
45            1 | 2 => {}
46            -1 => {
47                direction = "SELL".to_string();
48            }
49            -2 => {
50                direction = "SELL".to_string();
51            }
52            3 => {
53                offset = "CLOSE".to_string();
54            }
55            -3 => {
56                direction = "SELL".to_string();
57                offset = "CLOSE".to_string();
58            }
59            _ => {}
60        }
61
62        Self {
63            account_cookie: account.clone(),
64            user_id: account.clone(),
65            instrument_id: code.clone(),
66            towards,
67            exchange_id,
68            order_time,
69            volume,
70            price,
71            order_id,
72            seqno: "".to_string(),
73            direction,
74            offset,
75            volume_orign: 0.0,
76            price_type: "LIMIT".to_string(),
77            limit_price: price,
78            time_condition: "AND".to_string(),
79            volume_condition: "GFD".to_string(),
80            insert_date_time: "".to_string(),
81            exchange_order_id: Uuid::new_v4().to_string(),
82            status: 100,
83            volume_left: volume,
84            last_msg: "".to_string(),
85        }
86    }
87
88    pub fn to_trade_order(&self) -> TradeOrder {
89        TradeOrder{
90            aid: "insert_order".to_string(),
91            user_id: self.account_cookie.clone(),
92            order_id: self.order_id.clone(),
93            exchange_id: self.exchange_id.clone(),
94            instrument_id: self.instrument_id.clone(),
95            direction: self.direction.clone(),
96            offset: self.offset.clone(),
97            volume: self.volume as i64,
98            price_type: self.price_type.clone(),
99            limit_price: self.price,
100            volume_condition: self.volume_condition.clone(),
101            time_condition: self.time_condition.clone()
102        }
103    }
104}
105
106
107#[derive(Serialize, Deserialize, Debug)]
108pub struct TradeOrder {
109    pub aid: String,
110    pub user_id: String,
111    pub order_id: String,
112    pub exchange_id: String,
113    pub instrument_id: String,
114    pub direction: String,
115    pub offset: String,
116    pub volume: i64,
117    pub price_type: String,
118    pub limit_price: f64,
119    pub volume_condition: String,
120    pub time_condition: String,
121}
quantaxis_rs/qaorder.rs

quantaxis_rs/
qaorder.rs
