pub struct Open {
pub id: OrderId,
pub time_exchange: DateTime<Utc>,
pub filled_quantity: Decimal,
}Expand description
An order the exchange reports as working, in the state the exchange last reported it.
Successive Open values for one order describe that order over time – an acknowledgement,
then each partial fill – so consumers order them by Open::time_exchange and discard one
older than the state they already hold. Producers must stamp it accordingly; see that field.
Fields§
§id: OrderId§time_exchange: DateTime<Utc>When the exchange last reported this state – not when the order was created.
§Producer obligation
A client building this from a venue response must use the venue’s last-update field
(Binance updateTime, Alpaca updated_at) rather than its creation field. Creation time
is identical across every snapshot of one order, so a snapshot stamped with it cannot be
ordered against the states that followed it and is discarded as stale by any consumer
applying the rule above – silently, and precisely for the partially-filled orders a
reconciliation fetch exists to repair.
filled_quantity: DecimalCumulative quantity filled across every execution against this order, as the exchange reports it – not the size of the most recent execution.
Implementations§
Trait Implementations§
Source§impl<'de> Deserialize<'de> for Open
impl<'de> Deserialize<'de> for Open
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 Open
Source§impl From<Open> for ActiveOrderState
impl From<Open> for ActiveOrderState
Source§impl Ord for Open
impl Ord for Open
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 Open
impl PartialOrd for Open
impl StructuralPartialEq for Open
Auto Trait Implementations§
impl Freeze for Open
impl RefUnwindSafe for Open
impl Send for Open
impl Sync for Open
impl Unpin for Open
impl UnsafeUnpin for Open
impl UnwindSafe for Open
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