Struct RithmicOcoOrderLeg 

#[non_exhaustive]
pub struct RithmicOcoOrderLeg {

    pub symbol: String,
    pub exchange: String,
    pub quantity: i32,
    pub price: Option<f64>,
    pub trigger_price: Option<f64>,
    pub transaction_type: OrderSide,
    pub duration: TimeInForce,
    pub price_type: OrderType,
    pub user_tag: String,
    pub trailing_stop: Option<TrailingStop>,
    pub trade_route: Option<String>,
    pub manual_or_auto: ManualOrAutoEntry,
    pub window_name: Option<String>,
}

One leg of an OCO (One-Cancels-Other) order group.

Example

use rithmic_rs::{OrderSide, OrderType, RithmicOcoOrderLeg};
let take_profit = RithmicOcoOrderLeg::new()
    .symbol("ESH6")
    .exchange("CME")
    .quantity(1)
    .transaction_type(OrderSide::Sell)
    .price_type(OrderType::Limit)
    .price(5020.0)
    .user_tag("take-profit")
    .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.

symbol: String

Trading symbol (e.g., “ESH6”)

exchange: String

Exchange code (e.g., “CME”)

quantity: i32

Number of contracts

price: Option<f64>

Leg price. A market leg does not need one.

trigger_price: Option<f64>

Trigger price. Only a stop leg needs one.

transaction_type: OrderSide

Buy or Sell

duration: TimeInForce

Order duration

price_type: OrderType

Order type. Template 328 declares no if-touched price type, so OrderType::MarketIfTouched and OrderType::LimitIfTouched are rejected on an OCO leg.

user_tag: String

Your identifier for this order

trailing_stop: Option<TrailingStop>

Optional trailing stop configuration for this leg

trade_route: Option<String>

Route to send on. None uses the route the server published for this leg’s exchange.

manual_or_auto: ManualOrAutoEntry

Whether the leg was placed by a human or automatically.

window_name: Option<String>

Originating window name reported to Rithmic. window_name is repeated on RequestOcoOrder, so it is per-leg like the other leg fields.

Implementations

impl RithmicOcoOrderLeg

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 this leg.

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

Buy or sell.

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

Market, limit, or stop.

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

Leg price.

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

Trigger price for stop order types.

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

How long the leg stays working.

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

Your identifier for this leg.

pub fn trailing_stop(self, trailing_stop: TrailingStop) -> Self

Trailing stop configuration for this leg.

pub fn trailing_stop_by( self, trail_by_ticks: i32, trail_by_price_id: i32, ) -> Self

Trail by trail_by_ticks against Rithmic’s trail_by_price_id.

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 leg under.

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

Requires a symbol, an exchange, a positive quantity, and the prices the Self::price_type needs. An OCO leg cannot be if-touched. An embedded trailing stop is not re-validated.

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

Requires an instrument and the prices the price type needs.

Trait Implementations

impl Clone for RithmicOcoOrderLeg

fn clone(&self) -> RithmicOcoOrderLeg

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RithmicOcoOrderLeg

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

Formats the value using the given formatter.

impl Default for RithmicOcoOrderLeg

fn default() -> RithmicOcoOrderLeg

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for RithmicOcoOrderLeg

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for RithmicOcoOrderLeg

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for RithmicOcoOrderLeg

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 RithmicOcoOrderLeg