Struct RithmicOcoOrder 

#[non_exhaustive]
pub struct RithmicOcoOrder {
    pub legs: Vec<RithmicOcoOrderLeg>,
    pub cancel_at_ssboe: Option<i32>,
    pub cancel_at_usecs: Option<i32>,
    pub cancel_after_secs: Option<i32>,
}

A group of OCO legs: when one fills, the others are cancelled.

Example

use rithmic_rs::{OrderSide, OrderType, RithmicOcoOrder, RithmicOcoOrderLeg};
let take_profit = RithmicOcoOrderLeg::new()
    .symbol("ESH6")
    .exchange("CME")
    .quantity(1)
    .transaction_type(OrderSide::Sell)
    .price_type(OrderType::Limit)
    .price(5020.0)
    .build()?;
let stop_loss = RithmicOcoOrderLeg::new()
    .symbol("ESH6")
    .exchange("CME")
    .quantity(1)
    .transaction_type(OrderSide::Sell)
    .price_type(OrderType::StopMarket)
    .trigger_price(4980.0)
    .build()?;

let order = RithmicOcoOrder::new().legs([take_profit, stop_loss]).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.

legs: Vec<RithmicOcoOrderLeg>

The legs of the group, in the order they are sent.

cancel_at_ssboe: Option<i32>

Cancel the group 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 the group after this many seconds.

Implementations

impl RithmicOcoOrder

pub fn new() -> Self

Start from the defaults, with no legs.

pub fn leg(self, leg: RithmicOcoOrderLeg) -> Self

Append one more leg.

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

Append several more legs.

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

Cancel the group 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 group after this many seconds.

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

Check every leg validates.

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

Validate and return the group. The leg count is not checked here; the handle refuses a group shorter than two legs.

Trait Implementations

impl Clone for RithmicOcoOrder

fn clone(&self) -> RithmicOcoOrder

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RithmicOcoOrder

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

Formats the value using the given formatter.

impl Default for RithmicOcoOrder

fn default() -> RithmicOcoOrder

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for RithmicOcoOrder

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for RithmicOcoOrder

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for RithmicOcoOrder

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 RithmicOcoOrder