pub struct Cancelled {
pub id: OrderId,
pub time_exchange: DateTime<Utc>,
pub filled_quantity: 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. Some venues omit a timestamp on their cancel
response (e.g. Binance margin cancels carry no transactTime); for those 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: DecimalQuantity filled before the order was cancelled.
Zero for orders cancelled with no fills (e.g., GTC limit order cancelled by user). Non-zero for IOC orders that partially filled before cancellation.
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>,
Deserialize this value from the given Serde deserializer. Read more
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,
Compares and returns the maximum of two values. Read more
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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