pub struct Cancelled {
pub id: OrderId,
pub time_exchange: DateTime<Utc>,
pub filled_quantity: Option<Decimal>,
}Expand description
Metadata for a cancelled order.
Includes filled_quantity to handle IOC (Immediate-Or-Cancel) orders
that partially fill before the remainder is cancelled.
Fields§
§id: OrderId§time_exchange: DateTime<Utc>Cancellation timestamp.
Normally the venue-reported cancel time. When a venue’s cancel response carries no timestamp, the client falls back to the local receive time, which can differ from the true venue cancel time by network latency. Consumers building fill ledgers or P&L should not assume sub-second venue accuracy.
filled_quantity: Option<Decimal>Quantity filled before the order was cancelled, or None when the venue did not report
it.
Some(0) for an order cancelled with no fills (e.g., GTC limit order cancelled by user).
Non-zero for IOC orders that partially filled before cancellation.
None is not zero: it means the fill is unknown, so the order may have partly filled.
Some venues never report it in the response to a cancel request (Alpaca, Hyperliquid,
IBKR), though their account streams may, and others omit it rarely.
To learn it, read the order’s fills from the account stream, or ask the venue through
OrderStatusClient::fetch_ended_orders
where the client implements it.
Implementations§
Trait Implementations§
Source§impl<'de> Deserialize<'de> for Cancelled
impl<'de> Deserialize<'de> for Cancelled
Source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
impl Eq for Cancelled
Source§impl<AssetKey, InstrumentKey> From<Cancelled> for InactiveOrderState<AssetKey, InstrumentKey>
impl<AssetKey, InstrumentKey> From<Cancelled> for InactiveOrderState<AssetKey, InstrumentKey>
Source§impl Ord for Cancelled
impl Ord for Cancelled
1.21.0 (const: unstable) · Source§fn max(self, other: Self) -> Selfwhere
Self: Sized,
fn max(self, other: Self) -> Selfwhere
Self: Sized,
1.21.0 (const: unstable) · Source§fn min(self, other: Self) -> Selfwhere
Self: Sized,
fn min(self, other: Self) -> Selfwhere
Self: Sized,
Source§impl PartialOrd for Cancelled
impl PartialOrd for Cancelled
impl StructuralPartialEq for Cancelled
Auto Trait Implementations§
impl Freeze for Cancelled
impl RefUnwindSafe for Cancelled
impl Send for Cancelled
impl Sync for Cancelled
impl Unpin for Cancelled
impl UnsafeUnpin for Cancelled
impl UnwindSafe for Cancelled
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