pub struct OrderContext {
pub instrument: InstrumentNameExchange,
pub side: Side,
pub price: Option<Decimal>,
pub quantity: Decimal,
pub kind: OrderKind,
pub time_in_force: TimeInForce,
}Expand description
Order context stored when placing orders.
IB’s OrderStatus callback doesn’t include instrument/side/price/kind,
so we store this context at order placement time to reconstruct full
Order structs from status updates.
§Invariant
This data is immutable after order placement, because this client never modifies an order it
placed: the ExecutionClient trait has no modify operation,
so a change is a cancel and a new order (new order ID, new entry). IB itself does allow an open
order’s price, size and time in force to be modified in place, under the same order ID.
§Known limitation
An order modified outside this client, such as by hand in TWS, keeps its placement context here. Its statuses, and the open- and ended-order listings that find it tracked, then report the price, quantity and time in force it was placed with, not the modified ones. A cancellation is also told apart from an expiry by the placement time in force, and a filled order whose filled quantity cannot be read is taken as filled for the placement quantity.
Fields§
§instrument: InstrumentNameExchange§side: Side§price: Option<Decimal>Limit price. None for Market/Stop/TrailingStop orders.
quantity: Decimal§kind: OrderKind§time_in_force: TimeInForceTrait Implementations§
Source§impl Clone for OrderContext
impl Clone for OrderContext
Auto Trait Implementations§
impl Forget for OrderContext
impl Freeze for OrderContext
impl RefUnwindSafe for OrderContext
impl Send for OrderContext
impl Sync for OrderContext
impl Unpin for OrderContext
impl UnsafeUnpin for OrderContext
impl UnwindSafe for OrderContext
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