Skip to main content

OrderContext

Struct OrderContext 

Source
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: TimeInForce

Trait Implementations§

Source§

impl Clone for OrderContext

Source§

fn clone(&self) -> Self

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
Source§

impl Debug for OrderContext

Source§

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<T> CloneToUninit for T
where T: Clone,

Source§

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
Source§

impl<T> Conv for T

Source§

fn conv<T>(self) -> T
where Self: Into<T>,

Converts self into T using Into<T>. Read more
Source§

impl<T> FmtForward for T

Source§

fn fmt_binary(self) -> FmtBinary<Self>
where Self: Binary,

Causes self to use its Binary implementation when Debug-formatted.
Source§

fn fmt_display(self) -> FmtDisplay<Self>
where Self: Display,

Causes self to use its Display implementation when Debug-formatted.
Source§

fn fmt_lower_exp(self) -> FmtLowerExp<Self>
where Self: LowerExp,

Causes self to use its LowerExp implementation when Debug-formatted.
Source§

fn fmt_lower_hex(self) -> FmtLowerHex<Self>
where Self: LowerHex,

Causes self to use its LowerHex implementation when Debug-formatted.
Source§

fn fmt_octal(self) -> FmtOctal<Self>
where Self: Octal,

Causes self to use its Octal implementation when Debug-formatted.
Source§

fn fmt_pointer(self) -> FmtPointer<Self>
where Self: Pointer,

Causes self to use its Pointer implementation when Debug-formatted.
Source§

fn fmt_upper_exp(self) -> FmtUpperExp<Self>
where Self: UpperExp,

Causes self to use its UpperExp implementation when Debug-formatted.
Source§

fn fmt_upper_hex(self) -> FmtUpperHex<Self>
where Self: UpperHex,

Causes self to use its UpperHex implementation when Debug-formatted.
Source§

fn fmt_list(self) -> FmtList<Self>
where &'a Self: for<'a> IntoIterator,

Formats each item in a sequence. Read more
Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T> Instrument for T

Source§

fn instrument(self, span: Span) -> Instrumented<Self> ⓘ

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
Source§

fn in_current_span(self) -> Instrumented<Self> ⓘ

Instruments this type with the current Span, returning an Instrumented wrapper. Read more
Source§

impl<T> Instrument for T

Source§

fn instrument(self, span: Span) -> Instrumented<Self> ⓘ

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
Source§

fn in_current_span(self) -> Instrumented<Self> ⓘ

Instruments this type with the current Span, returning an Instrumented wrapper. Read more
Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T> IntoEither for T

Source§

fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

impl<T> JsonSchemaMaybe for T

Source§

impl<T> Pipe for T
where T: ?Sized,

Source§

fn pipe<R>(self, func: impl FnOnce(Self) -> R) -> R
where Self: Sized,

Pipes by value. This is generally the method you want to use. Read more
Source§

fn pipe_ref<'a, R>(&'a self, func: impl FnOnce(&'a Self) -> R) -> R
where R: 'a,

Borrows self and passes that borrow into the pipe function. Read more
Source§

fn pipe_ref_mut<'a, R>(&'a mut self, func: impl FnOnce(&'a mut Self) -> R) -> R
where R: 'a,

Mutably borrows self and passes that borrow into the pipe function. Read more
Source§

fn pipe_borrow<'a, B, R>(&'a self, func: impl FnOnce(&'a B) -> R) -> R
where Self: Borrow<B>, B: 'a + ?Sized, R: 'a,

Borrows self, then passes self.borrow() into the pipe function. Read more
Source§

fn pipe_borrow_mut<'a, B, R>( &'a mut self, func: impl FnOnce(&'a mut B) -> R, ) -> R
where Self: BorrowMut<B>, B: 'a + ?Sized, R: 'a,

Mutably borrows self, then passes self.borrow_mut() into the pipe function. Read more
Source§

fn pipe_as_ref<'a, U, R>(&'a self, func: impl FnOnce(&'a U) -> R) -> R
where Self: AsRef<U>, U: 'a + ?Sized, R: 'a,

Borrows self, then passes self.as_ref() into the pipe function.
Source§

fn pipe_as_mut<'a, U, R>(&'a mut self, func: impl FnOnce(&'a mut U) -> R) -> R
where Self: AsMut<U>, U: 'a + ?Sized, R: 'a,

Mutably borrows self, then passes self.as_mut() into the pipe function.
Source§

fn pipe_deref<'a, T, R>(&'a self, func: impl FnOnce(&'a T) -> R) -> R
where Self: Deref<Target = T>, T: 'a + ?Sized, R: 'a,

Borrows self, then passes self.deref() into the pipe function.
Source§

fn pipe_deref_mut<'a, T, R>( &'a mut self, func: impl FnOnce(&'a mut T) -> R, ) -> R
where Self: DerefMut<Target = T> + Deref, T: 'a + ?Sized, R: 'a,

Mutably borrows self, then passes self.deref_mut() into the pipe function.
Source§

impl<T> Pointable for T

Source§

const ALIGN: usize

The alignment of pointer.
Source§

type Init = T

The type for initializers.
Source§

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
Source§

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
Source§

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
Source§

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
Source§

impl<T> PolicyExt for T
where T: ?Sized,

Source§

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow only if self and other return Action::Follow. Read more
Source§

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns Action::Follow if either self or other returns Action::Follow. Read more
Source§

impl<T> Same for T

Source§

type Output = T

Should always be Self
Source§

impl<T> Tap for T

Source§

fn tap(self, func: impl FnOnce(&Self)) -> Self

Immutable access to a value. Read more
Source§

fn tap_mut(self, func: impl FnOnce(&mut Self)) -> Self

Mutable access to a value. Read more
Source§

fn tap_borrow<B>(self, func: impl FnOnce(&B)) -> Self
where Self: Borrow<B>, B: ?Sized,

Immutable access to the Borrow<B> of a value. Read more
Source§

fn tap_borrow_mut<B>(self, func: impl FnOnce(&mut B)) -> Self
where Self: BorrowMut<B>, B: ?Sized,

Mutable access to the BorrowMut<B> of a value. Read more
Source§

fn tap_ref<R>(self, func: impl FnOnce(&R)) -> Self
where Self: AsRef<R>, R: ?Sized,

Immutable access to the AsRef<R> view of a value. Read more
Source§

fn tap_ref_mut<R>(self, func: impl FnOnce(&mut R)) -> Self
where Self: AsMut<R>, R: ?Sized,

Mutable access to the AsMut<R> view of a value. Read more
Source§

fn tap_deref<T>(self, func: impl FnOnce(&T)) -> Self
where Self: Deref<Target = T>, T: ?Sized,

Immutable access to the Deref::Target of a value. Read more
Source§

fn tap_deref_mut<T>(self, func: impl FnOnce(&mut T)) -> Self
where Self: DerefMut<Target = T> + Deref, T: ?Sized,

Mutable access to the Deref::Target of a value. Read more
Source§

fn tap_dbg(self, func: impl FnOnce(&Self)) -> Self

Calls .tap() only in debug builds, and is erased in release builds.
Source§

fn tap_mut_dbg(self, func: impl FnOnce(&mut Self)) -> Self

Calls .tap_mut() only in debug builds, and is erased in release builds.
Source§

fn tap_borrow_dbg<B>(self, func: impl FnOnce(&B)) -> Self
where Self: Borrow<B>, B: ?Sized,

Calls .tap_borrow() only in debug builds, and is erased in release builds.
Source§

fn tap_borrow_mut_dbg<B>(self, func: impl FnOnce(&mut B)) -> Self
where Self: BorrowMut<B>, B: ?Sized,

Calls .tap_borrow_mut() only in debug builds, and is erased in release builds.
Source§

fn tap_ref_dbg<R>(self, func: impl FnOnce(&R)) -> Self
where Self: AsRef<R>, R: ?Sized,

Calls .tap_ref() only in debug builds, and is erased in release builds.
Source§

fn tap_ref_mut_dbg<R>(self, func: impl FnOnce(&mut R)) -> Self
where Self: AsMut<R>, R: ?Sized,

Calls .tap_ref_mut() only in debug builds, and is erased in release builds.
Source§

fn tap_deref_dbg<T>(self, func: impl FnOnce(&T)) -> Self
where Self: Deref<Target = T>, T: ?Sized,

Calls .tap_deref() only in debug builds, and is erased in release builds.
Source§

fn tap_deref_mut_dbg<T>(self, func: impl FnOnce(&mut T)) -> Self
where Self: DerefMut<Target = T> + Deref, T: ?Sized,

Calls .tap_deref_mut() only in debug builds, and is erased in release builds.
Source§

impl<T> ToOwned for T
where T: Clone,

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
Source§

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
Source§

impl<T> TryConv for T

Source§

fn try_conv<T>(self) -> Result<T, Self::Error>
where Self: TryInto<T>,

Attempts to convert self into T using TryInto<T>. Read more
Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = !

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, !>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
Source§

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

Source§

fn vzip(self) -> V

Source§

impl<T> WithSubscriber for T

Source§

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> ⓘ
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more
Source§

fn with_current_subscriber(self) -> WithDispatch<Self> ⓘ

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more
Source§

impl<T> WithSubscriber for T

Source§

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> ⓘ
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more
Source§

fn with_current_subscriber(self) -> WithDispatch<Self> ⓘ

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more