#[repr(C)]pub struct Action {
pub order_id: u64,
pub px_1e9: u64,
pub qty_1e8: i64,
pub side: i8,
pub is_cancel: u8,
pub order_type: u8,
pub venue_id: u8,
pub _pad: [u8; 4],
}Expand description
Order action (place, cancel, or amend).
32 bytes, #[repr(C)]. Byte 27 is venue_id:
0= default venue (backward compatible — old algos never set this byte)1..N= specific VenueId (fromNbboSnapshot.venue_ids[])
is_cancel field doubles as action type:
0= new order (ACTION_NEW)1= cancel (ACTION_CANCEL)2= amend (ACTION_AMEND) — modifies price/qty of existing order
Fields§
§order_id: u64§px_1e9: u64§qty_1e8: i64§side: i8§is_cancel: u8§order_type: u8§venue_id: u8§_pad: [u8; 4]Trait Implementations§
impl Copy for Action
Auto Trait Implementations§
impl Freeze for Action
impl RefUnwindSafe for Action
impl Send for Action
impl Sync for Action
impl Unpin for Action
impl UnsafeUnpin for Action
impl UnwindSafe for Action
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more