Struct Order 

pub struct Order<'a> {

    pub category: &'a str,
    pub order_id: &'a str,
    pub order_link_id: &'a str,
    pub is_leverage: &'a str,
    pub block_trade_id: &'a str,
    pub symbol: &'a str,
    pub price: &'a str,
    pub qty: &'a str,
    pub side: &'a str,
    pub position_idx: u8,
    pub order_status: &'a str,
    pub cancel_type: &'a str,
    pub reject_reason: &'a str,
    pub avg_price: &'a str,
    pub leaves_qty: &'a str,
    pub leaves_value: &'a str,
    pub cum_exec_qty: &'a str,
    pub cum_exec_value: &'a str,
    pub cum_exec_fee: &'a str,
    pub time_in_force: &'a str,
    pub order_type: &'a str,
    pub stop_order_type: &'a str,
    pub order_iv: &'a str,
    pub trigger_price: &'a str,
    pub take_profit: &'a str,
    pub stop_loss: &'a str,
    pub tp_trigger_by: &'a str,
    pub sl_trigger_by: &'a str,
    pub trigger_direction: u8,
    pub trigger_by: &'a str,
    pub last_price_on_created: &'a str,
    pub reduce_only: bool,
    pub close_on_trigger: bool,
    pub created_time: &'a str,
    pub updated_time: &'a str,
}

The order data.

Fields

category: &'a str

Product type.

• Unified account: spot, linear, option.
• Normal account: linear, inverse.

order_id: &'a str

Order ID.

order_link_id: &'a str

User customised order ID.

is_leverage: &'a str

Whether to borrow. spot returns this field only. 0 (default): false, 1: true.

block_trade_id: &'a str

Block trade ID.

symbol: &'a str

Symbol name.

price: &'a str

Order price.

qty: &'a str

Order qty.

side: &'a str

Side. Buy, Sell.

position_idx: u8

Position index. Used to identify positions in different position modes.

order_status: &'a str

Order status.

cancel_type: &'a str

Cancel type.

reject_reason: &'a str

Reject reason.

avg_price: &'a str

Average filled price. If unfilled, it is “”.

leaves_qty: &'a str

The remaining qty not executed.

leaves_value: &'a str

The remaining value not executed.

cum_exec_qty: &'a str

Cumulative executed order qty.

cum_exec_value: &'a str

Cumulative executed order value.

cum_exec_fee: &'a str

Cumulative executed trading fee.

time_in_force: &'a str

Time in force.

order_type: &'a str

Order type. Market, Limit.

stop_order_type: &'a str

Stop order type.

order_iv: &'a str

Implied volatility.

trigger_price: &'a str

Trigger price. If stopOrderType=TrailingStop, it is activate price. Otherwise, it is trigger price.

take_profit: &'a str

Take profit price.

stop_loss: &'a str

Stop loss price.

tp_trigger_by: &'a str

The price type to trigger take profit.

sl_trigger_by: &'a str

The price type to trigger stop loss.

trigger_direction: u8

Trigger direction. 1: rise, 2: fall.

trigger_by: &'a str

The price type of trigger price.

last_price_on_created: &'a str

Last price when place the order. For linear only.

reduce_only: bool

Reduce only. true means reduce position size.

close_on_trigger: bool

Close on trigger.

created_time: &'a str

Order created timestamp (ms).

updated_time: &'a str

Order updated timestamp (ms).

Trait Implementations

impl<'a> Debug for Order<'a>

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

Formats the value using the given formatter.

impl<'de: 'a, 'a> Deserialize<'de> for Order<'a>

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.