Struct RithmicBracketOrder 

#[non_exhaustive]
pub struct RithmicBracketOrder {

    pub action: OrderSide,
    pub duration: TimeInForce,
    pub exchange: String,
    pub localid: String,
    pub price_type: OrderType,
    pub price: Option<f64>,
    pub trigger_price: Option<f64>,
    pub quantity: i32,
    pub symbol: String,
    pub bracket_type: Option<BracketType>,
    pub target_quantity: Vec<i32>,
    pub target_ticks: Vec<i32>,
    pub stop_quantity: Vec<i32>,
    pub stop_ticks: Vec<i32>,
    pub if_touched: Option<RithmicIfTouchedTrigger>,
    pub break_even_ticks: Option<i32>,
    pub break_even_trigger_ticks: Option<i32>,
    pub trailing_stop_trigger_ticks: Option<i32>,
    pub trailing_stop_by_last_trade_price: Option<bool>,
    pub target_market_order_if_touched: Option<bool>,
    pub stop_market_on_reject: Option<bool>,
    pub target_market_at_ssboe: Option<i32>,
    pub target_market_at_usecs: Option<i32>,
    pub stop_market_at_ssboe: Option<i32>,
    pub stop_market_at_usecs: Option<i32>,
    pub target_market_order_after_secs: Option<i32>,
    pub release_at_ssboe: Option<i32>,
    pub release_at_usecs: Option<i32>,
    pub cancel_at_ssboe: Option<i32>,
    pub cancel_at_usecs: Option<i32>,
    pub cancel_after_secs: Option<i32>,
    pub trade_route: Option<String>,
    pub manual_or_auto: ManualOrAutoEntry,
    pub window_name: Option<String>,
    pub operation_type: Option<BracketOperationType>,
}

Entry order with linked profit target and stop loss orders.

Supports multiple target and stop legs, triggered entry, break-even, trailing stops, and timed release/cancel.

Example: one target, one stop

use rithmic_rs::{OrderSide, OrderType, RithmicBracketOrder};
let order = RithmicBracketOrder::new()
    .symbol("ESH6")
    .exchange("CME")
    .quantity(1)
    .action(OrderSide::Buy)
    .price_type(OrderType::Limit)
    .price(5000.0)
    .target(20)
    .stop(10)
    .localid("my-order-1")
    .build()?;

Example: staggered targets

use rithmic_rs::{OrderSide, OrderType, RithmicBracketOrder};
let order = RithmicBracketOrder::new()
    .symbol("ESM6")
    .exchange("CME")
    .quantity(3)
    .action(OrderSide::Buy)
    .price_type(OrderType::StopLimit)
    .price(5000.25)
    .trigger_price(4999.75)
    .targets([(2, 16), (1, 24)])
    .stops([(3, 8)])
    .break_even_ticks(2)
    .build()?;

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

action: OrderSide

Buy or Sell.

duration: TimeInForce

Order duration.

exchange: String

Exchange code (e.g., “CME”).

localid: String

Your identifier for tracking this order.

price_type: OrderType

Order type.

price: Option<f64>

Entry price. A market entry does not need one.

trigger_price: Option<f64>

Trigger price. Only a stop or if-touched entry needs one.

quantity: i32

Entry order size (number of contracts).

For a coherent bracket, this should equal the sum of target_quantity across all target legs. The crate does not validate this invariant.

symbol: String

Trading symbol (e.g., “ESH6”).

bracket_type: Option<BracketType>

Rithmic bracket shape. None means “derive it from the legs supplied”; Self::build resolves it from the target and stop legs, and leaves it unset when there are none.

target_quantity: Vec<i32>

Exit target quantities, one value per target leg.

target_ticks: Vec<i32>

Exit target distances in ticks.

stop_quantity: Vec<i32>

Exit stop quantities.

stop_ticks: Vec<i32>

Exit stop distances in ticks.

if_touched: Option<RithmicIfTouchedTrigger>

Optional if-touched trigger settings.

break_even_ticks: Option<i32>

Move stop to break-even by this many ticks.

break_even_trigger_ticks: Option<i32>

Trigger break-even once the position reaches this many ticks.

trailing_stop_trigger_ticks: Option<i32>

Enable a trailing stop after this many ticks.

trailing_stop_by_last_trade_price: Option<bool>

Use last trade instead of bid/offer for trailing stop tracking.

target_market_order_if_touched: Option<bool>

Convert target to MIT once touched.

stop_market_on_reject: Option<bool>

Convert stop to market if the current stop order is rejected.

target_market_at_ssboe: Option<i32>

Convert target to market at this second-since-beginning-of-epoch value.

target_market_at_usecs: Option<i32>

Microsecond component for target_market_at_ssboe.

stop_market_at_ssboe: Option<i32>

Convert stop to market at this second-since-beginning-of-epoch value.

stop_market_at_usecs: Option<i32>

Microsecond component for stop_market_at_ssboe.

target_market_order_after_secs: Option<i32>

Convert target to market after this many seconds.

release_at_ssboe: Option<i32>

Release order at this second-since-beginning-of-epoch value.

release_at_usecs: Option<i32>

Microsecond component for release_at_ssboe.

cancel_at_ssboe: Option<i32>

Cancel order at this second-since-beginning-of-epoch value.

cancel_at_usecs: Option<i32>

Microsecond component for cancel_at_ssboe.

cancel_after_secs: Option<i32>

Cancel order after this many seconds.

trade_route: Option<String>

Route to send on. None uses the route the server published for exchange.

manual_or_auto: ManualOrAutoEntry

Whether the order was placed by a human or automatically.

window_name: Option<String>

Originating window name reported to Rithmic.

operation_type: Option<BracketOperationType>

The order_operation_type sent to Rithmic. None leaves the choice to the server.

Implementations

impl RithmicBracketOrder

The exit-leg setters come in singular and plural. Singular sets one leg sized to the entry quantity; plural takes explicit (quantity, ticks) pairs.

use rithmic_rs::RithmicBracketOrder;

let sized = RithmicBracketOrder::new().quantity(2).target(8).stop(4);
let explicit = RithmicBracketOrder::new()
    .targets([(1, 8), (1, 16)])
    .stops([(2, 4)]);

pub fn new() -> Self

Start from the defaults.

pub fn symbol(self, symbol: impl Into<String>) -> Self

Instrument symbol.

pub fn exchange(self, exchange: impl Into<String>) -> Self

Exchange the instrument trades on.

pub fn quantity(self, quantity: i32) -> Self

Number of contracts on the entry.

Set this before Self::target or Self::stop, which size their leg to whatever the quantity is when they are called.

pub fn action(self, action: OrderSide) -> Self

Buy or sell on the entry.

pub fn price_type(self, price_type: OrderType) -> Self

Market, limit, stop, or if-touched entry.

pub fn duration(self, duration: TimeInForce) -> Self

How long the entry stays working.

pub fn localid(self, localid: impl Into<String>) -> Self

Your identifier for tracking this order.

pub fn price(self, price: f64) -> Self

Entry price.

pub fn trigger_price(self, trigger_price: f64) -> Self

Trigger price for stop and if-touched entry types.

pub fn bracket_type(self, bracket_type: BracketType) -> Self

Bracket shape, overriding what build() would derive from the legs.

pub fn target(self, ticks: i32) -> Self

One target leg at this tick distance, sized to the entry quantity.

Reads Self::quantity as it stands right now, so set the quantity first — otherwise the leg is sized to 0 and Self::build rejects it.

pub fn stop(self, ticks: i32) -> Self

One stop leg at this tick distance, sized to the entry quantity.

Reads Self::quantity as it stands right now, so set the quantity first — otherwise the leg is sized to 0 and Self::build rejects it.

pub fn targets(self, legs: impl IntoIterator<Item = (i32, i32)>) -> Self

Target legs as (quantity, ticks) pairs, replacing any already set.

pub fn stops(self, legs: impl IntoIterator<Item = (i32, i32)>) -> Self

Stop legs as (quantity, ticks) pairs, replacing any already set.

pub fn if_touched(self, if_touched: RithmicIfTouchedTrigger) -> Self

Conditional trigger that releases the entry once touched.

pub fn break_even_ticks(self, ticks: i32) -> Self

Move the stop to break-even by this many ticks.

pub fn break_even_trigger_ticks(self, ticks: i32) -> Self

Trigger break-even once the position reaches this many ticks.

pub fn trailing_stop_trigger_ticks(self, ticks: i32) -> Self

Enable a trailing stop after this many ticks.

pub fn trailing_stop_by_last_trade_price( self, by_last_trade_price: bool, ) -> Self

Track the trailing stop against the last trade instead of bid/offer.

pub fn target_market_order_if_touched(self, market_if_touched: bool) -> Self

Convert the target to market-if-touched once touched.

pub fn stop_market_on_reject(self, market_on_reject: bool) -> Self

Convert the stop to market if the resting stop order is rejected.

pub fn target_market_at_ssboe(self, ssboe: i32) -> Self

Convert the target to market at this second-since-beginning-of-epoch value.

pub fn target_market_at_usecs(self, usecs: i32) -> Self

Microsecond component of the target’s market-conversion time.

pub fn target_market_at(self, ssboe: i32, usecs: i32) -> Self

Set both halves of the target’s market-conversion time.

pub fn stop_market_at_ssboe(self, ssboe: i32) -> Self

Convert the stop to market at this second-since-beginning-of-epoch value.

pub fn stop_market_at_usecs(self, usecs: i32) -> Self

Microsecond component of the stop’s market-conversion time.

pub fn stop_market_at(self, ssboe: i32, usecs: i32) -> Self

Set both halves of the stop’s market-conversion time.

pub fn target_market_order_after_secs(self, secs: i32) -> Self

Convert the target to market after this many seconds.

pub fn release_at_ssboe(self, ssboe: i32) -> Self

Release the order at this second-since-beginning-of-epoch value.

pub fn release_at_usecs(self, usecs: i32) -> Self

Microsecond component of the release time.

pub fn release_at(self, ssboe: i32, usecs: i32) -> Self

Set both halves of the release time.

pub fn cancel_at_ssboe(self, ssboe: i32) -> Self

Cancel the order at this second-since-beginning-of-epoch value.

pub fn cancel_at_usecs(self, usecs: i32) -> Self

Microsecond component of the cancel time.

pub fn cancel_at(self, ssboe: i32, usecs: i32) -> Self

Set both halves of the cancel time.

pub fn cancel_after_secs(self, secs: i32) -> Self

Cancel the order after this many seconds.

pub fn trade_route(self, trade_route: impl Into<String>) -> Self

Route to send on, overriding the route published for the exchange.

pub fn manual_or_auto(self, manual_or_auto: ManualOrAutoEntry) -> Self

Whether this was done by a human or automatically.

pub fn window_name(self, window_name: impl Into<String>) -> Self

Window name to report this order under.

pub fn operation_type(self, operation_type: BracketOperationType) -> Self

The order_operation_type sent to Rithmic.

pub fn validate(&self) -> Result<(), RithmicError>

Check the entry carries the prices its Self::price_type requires: Limit, StopLimit and LimitIfTouched need Self::price; StopMarket, StopLimit, MarketIfTouched and LimitIfTouched need Self::trigger_price. Market needs neither.

Also check the exit legs hold together: each side’s quantities and tick distances pair up one to one, every leg’s quantity is positive, and a Self::bracket_type set by hand names the sides the legs actually form. Tick distances themselves are not judged — Rithmic is the authority on what it accepts.

pub fn build(self) -> Result<Self, RithmicError>

Validate and return the order, deriving an unset Self::bracket_type from the exit legs supplied.

Trait Implementations

impl Clone for RithmicBracketOrder

fn clone(&self) -> RithmicBracketOrder

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RithmicBracketOrder

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

Formats the value using the given formatter.

impl Default for RithmicBracketOrder

fn default() -> RithmicBracketOrder

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for RithmicBracketOrder

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for RithmicBracketOrder

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for RithmicBracketOrder

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 RithmicBracketOrder