Struct TradeAmendment 

#[non_exhaustive]
pub struct TradeAmendment<AssetKey, InstrumentKey> {
    pub instrument: InstrumentKey,
    pub order_id: OrderId,
    pub time_exchange: DateTime<Utc>,
    pub original: Option<TradeId>,
    pub kind: TradeAmendmentKind<AssetKey, InstrumentKey>,
}

A venue’s notice that a trade it reported earlier was busted or corrected.

Sent as AccountEventKind::TradeAmended. The Trade it amends was delivered as reported and is not withdrawn: positions, PnL and fees built on it stay wrong until the consumer applies this. Find it by instrument and original, reverse it, and apply the kind’s replacement, if any. The library does not act on it beyond reporting it, and the engine only logs it.

A replacement can itself be amended later. That amendment names the replacement’s id as its original, so follow amendments by id, one at a time.

Known limitations

• An order’s cumulative filled quantity is not lowered by a bust: Open::is_superseded_by refuses a lower cumulative, so the order stays on what it reported before.
• Alpaca’s fill recovery after a reconnect reads fills only, so an Alpaca amendment sent while the stream was disconnected is not reported. IBKR’s recovery reads corrections too.

Delivery

Apply an amendment idempotently: reverse a given original once, and apply a replacement once by its TradeId. Whether a venue can send one amendment twice, such as around a reconnect, is not known for every producer. The library delivers each IBKR correction once per account stream, but does not deduplicate Alpaca’s amendments.

Known producers, as of writing:

• Alpaca’s trade_updates trade_bust and trade_correct;
• IBKR’s corrected executions, as Corrected only. IB documents no busts.

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.

instrument: InstrumentKey

The instrument of the trade amended.

order_id: OrderId

The order whose trade was amended.

time_exchange: DateTime<Utc>

When the venue amended the trade, or this host’s time when it was received where the venue does not say: IBKR does not say when it corrected an execution.

original: Option<TradeId>

The TradeId of the trade amended, as the venue named it. None when the venue’s notice did not name it: match it to a trade of order_id yourself, or reconcile with ExecutionClient::fetch_trades.

kind: TradeAmendmentKind<AssetKey, InstrumentKey>

What the venue did to the trade.

Implementations

impl<AssetKey, InstrumentKey> TradeAmendment<AssetKey, InstrumentKey>

pub const fn new( instrument: InstrumentKey, order_id: OrderId, time_exchange: DateTime<Utc>, original: Option<TradeId>, kind: TradeAmendmentKind<AssetKey, InstrumentKey>, ) -> TradeAmendment<AssetKey, InstrumentKey>

Trait Implementations

impl<AssetKey: Clone, InstrumentKey: Clone> Clone for TradeAmendment<AssetKey, InstrumentKey>

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<AssetKey: Debug, InstrumentKey: Debug> Debug for TradeAmendment<AssetKey, InstrumentKey>

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

Formats the value using the given formatter.

impl<'de, AssetKey, InstrumentKey> Deserialize<'de> for TradeAmendment<AssetKey, InstrumentKey>

where AssetKey: Deserialize<'de>, InstrumentKey: Deserialize<'de>,

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<AssetKey: Eq, InstrumentKey: Eq> Eq for TradeAmendment<AssetKey, InstrumentKey>

impl<ExchangeKey, AssetKey, InstrumentKey> From<TradeAmendment<AssetKey, InstrumentKey>> for AccountEventKind<ExchangeKey, AssetKey, InstrumentKey>

fn from(value: TradeAmendment<AssetKey, InstrumentKey>) -> Self

Converts to this type from the input type.

impl<AssetKey: Hash, InstrumentKey: Hash> Hash for TradeAmendment<AssetKey, InstrumentKey>

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl<AssetKey: PartialEq, InstrumentKey: PartialEq> PartialEq for TradeAmendment<AssetKey, InstrumentKey>

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

Equality operator ==.

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

Inequality operator !=.

impl<AssetKey, InstrumentKey> Serialize for TradeAmendment<AssetKey, InstrumentKey>

where AssetKey: Serialize, InstrumentKey: Serialize,

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl<AssetKey: PartialEq, InstrumentKey: PartialEq> StructuralPartialEq for TradeAmendment<AssetKey, InstrumentKey>