Struct AlgoOrderUpdate 

#[non_exhaustive]
pub struct AlgoOrderUpdate {

    pub inst_type: String,
    pub inst_id: String,
    pub ccy: String,
    pub ord_id: String,
    pub ord_id_list: Vec<String>,
    pub cl_ord_id: String,
    pub algo_id: String,
    pub algo_cl_ord_id: String,
    pub sz: NumberString,
    pub ord_type: String,
    pub side: String,
    pub pos_side: String,
    pub td_mode: String,
    pub tgt_ccy: String,
    pub state: String,
    pub lever: NumberString,
    pub notional_usd: NumberString,
    pub last: NumberString,
    pub actual_sz: NumberString,
    pub actual_px: NumberString,
    pub actual_side: String,
    pub trigger_px: NumberString,
    pub trigger_px_type: String,
    pub trigger_time: NumberString,
    pub tp_trigger_px: NumberString,
    pub tp_trigger_px_type: String,
    pub tp_ord_px: NumberString,
    pub sl_trigger_px: NumberString,
    pub sl_trigger_px_type: String,
    pub sl_ord_px: NumberString,
    pub ord_px: NumberString,
    pub callback_ratio: NumberString,
    pub callback_spread: NumberString,
    pub active_px: NumberString,
    pub move_trigger_px: NumberString,
    pub reduce_only: String,
    pub tag: String,
    pub fail_code: String,
    pub fail_reason: String,
    pub amend_px_on_trigger_type: String,
    pub amend_result: String,
    pub close_fraction: String,
    pub quick_mgn_type: String,
    pub req_id: String,
    pub trade_quote_ccy: String,
    pub linked_ord: Option<LinkedOrder>,
    pub is_trade_borrow_mode: Value,
    pub attach_algo_ords: Vec<Value>,
    pub c_time: NumberString,
    pub u_time: NumberString,
    pub p_time: NumberString,
    pub extra: ExtraFields,
}

Private orders-algo channel row.

OKX docs: https://www.okx.com/docs-v5/en/#order-book-trading-algo-trading-ws-algo-orders-channel

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.

inst_type: String

Instrument type, e.g., SPOT, MARGIN, SWAP, FUTURES, OPTION.

inst_id: String

Instrument ID, e.g., BTC-USDT.

ccy: String

Margin currency (cross-margin orders only).

ord_id: String

OKX-assigned regular order ID (populated when the algo fires and places an order).

ord_id_list: Vec<String>

List of regular order IDs associated with this algo order.

cl_ord_id: String

Client-supplied order ID, if any.

algo_id: String

OKX-assigned algo order ID.

algo_cl_ord_id: String

Client-supplied algo order ID.

sz: NumberString

Order size.

ord_type: String

Algo order type.

Documented values: conditional, oco, trigger, move_order_stop, chase_order, iceberg, twap.

side: String

Order side: buy or sell.

pos_side: String

Position side: long, short, or net.

td_mode: String

Trade mode: cross, isolated, or cash.

tgt_ccy: String

Target currency for quantity (spot currency-trade only): base_ccy or quote_ccy.

state: String

Algo order state.

Documented values: live, pause, partially_effective, effective, canceled, order_failed, partially_failed.

lever: NumberString

Leverage.

notional_usd: NumberString

Estimated notional value in USD.

last: NumberString

Last traded price at the time of the push.

actual_sz: NumberString

Actual order size when the algo fires.

actual_px: NumberString

Actual order price when the algo fires.

actual_side: String

Effective side of the actual order when the algo fires.

trigger_px: NumberString

Trigger price (for trigger and move_order_stop types).

trigger_px_type: String

Trigger price type: last, index, or mark.

trigger_time: NumberString

Trigger time (Unix milliseconds).

tp_trigger_px: NumberString

Take-profit trigger price.

tp_trigger_px_type: String

Take-profit trigger price type: last, index, or mark.

tp_ord_px: NumberString

Take-profit order price; -1 means market order.

sl_trigger_px: NumberString

Stop-loss trigger price.

sl_trigger_px_type: String

Stop-loss trigger price type: last, index, or mark.

sl_ord_px: NumberString

Stop-loss order price; -1 means market order.

ord_px: NumberString

Order price used when the algo fires.

callback_ratio: NumberString

Trailing callback ratio (for move_order_stop and chase_order types).

callback_spread: NumberString

Trailing callback spread (for move_order_stop and chase_order types).

active_px: NumberString

Activated tracking price (for move_order_stop and chase_order types).

move_trigger_px: NumberString

Price that activated the trailing move trigger.

reduce_only: String

Whether this is a reduce-only order: "true" or "false".

tag: String

Order tag.

fail_code: String

Error code when state is order_failed; empty otherwise.

fail_reason: String

Human-readable reason for failure.

amend_px_on_trigger_type: String

Amend-price-on-trigger type.

Documented values: 0 (no amend), 1 (amend to market price at trigger).

amend_result: String

Result of the last amend request.

close_fraction: String

Fraction of the position to close.

quick_mgn_type: String

Quick margin type.

req_id: String

Client-supplied request ID for the latest amend.

trade_quote_ccy: String

The quote currency used for trading.

linked_ord: Option<LinkedOrder>

Linked regular order; present when the algo has fired and placed an order.

is_trade_borrow_mode: Value

Whether the order uses borrow mode.

OKX sends "" for non-applicable order types and a JSON boolean (true/false) for applicable ones, so this field uses Value to handle both.

attach_algo_ords: Vec<Value>

Attached TP/SL algo orders.

c_time: NumberString

Algo order creation time (Unix milliseconds).

u_time: NumberString

Last update time (Unix milliseconds).

p_time: NumberString

Push time (Unix milliseconds).

extra: ExtraFields

Unrecognized fields retained for forward compatibility.

Trait Implementations

impl Clone for AlgoOrderUpdate

fn clone(&self) -> AlgoOrderUpdate

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AlgoOrderUpdate

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

Formats the value using the given formatter.

impl Default for AlgoOrderUpdate

fn default() -> AlgoOrderUpdate

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for AlgoOrderUpdate

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.