OrderRequest

yatws::order

Struct OrderRequest 

Source 
pub struct OrderRequest {
Show 139 fields
    pub order_type: OrderType,
    pub side: OrderSide,
    pub quantity: f64,
    pub limit_price: Option<f64>,
    pub aux_price: Option<f64>,
    pub time_in_force: TimeInForce,
    pub good_till_date: Option<DateTime<Utc>>,
    pub good_after_time: Option<DateTime<Utc>>,
    pub active_start_time: Option<DateTime<Utc>>,
    pub active_stop_time: Option<DateTime<Utc>>,
    pub all_or_none: bool,
    pub min_quantity: Option<i32>,
    pub outside_rth: bool,
    pub hidden: bool,
    pub transmit: bool,
    pub sweep_to_fill: bool,
    pub block_order: bool,
    pub not_held: bool,
    pub override_percentage_constraints: bool,
    pub display_size: Option<i32>,
    pub percent_offset: Option<f64>,
    pub trailing_percent: Option<f64>,
    pub trailing_stop_price: Option<f64>,
    pub auto_cancel_date: Option<String>,
    pub auto_cancel_parent: bool,
    pub parent_id: Option<i64>,
    pub parent_perm_id: Option<i64>,
    pub order_ref: Option<String>,
    pub oca_group: Option<String>,
    pub oca_type: Option<i32>,
    pub rule_80a: Option<String>,
    pub trigger_method: Option<i32>,
    pub account: Option<String>,
    pub customer_account: Option<String>,
    pub settling_firm: Option<String>,
    pub clearing_account: Option<String>,
    pub clearing_intent: Option<String>,
    pub shareholder: Option<String>,
    pub professional_customer: bool,
    pub open_close: Option<String>,
    pub origin: i32,
    pub fa_group: Option<String>,
    pub fa_method: Option<String>,
    pub fa_percentage: Option<String>,
    pub short_sale_slot: Option<i32>,
    pub designated_location: Option<String>,
    pub exempt_code: Option<i32>,
    pub discretionary_amt: Option<f64>,
    pub opt_out_smart_routing: bool,
    pub discretionary_up_to_limit_price: bool,
    pub order_combo_legs: Vec<Option<f64>>,
    pub smart_combo_routing_params: Vec<(String, String)>,
    pub order_misc_options: Vec<(String, String)>,
    pub algo_strategy: Option<String>,
    pub algo_params: Vec<(String, String)>,
    pub algo_id: Option<String>,
    pub model_code: Option<String>,
    pub hedge_type: Option<String>,
    pub hedge_param: Option<String>,
    pub scale_init_level_size: Option<i32>,
    pub scale_subs_level_size: Option<i32>,
    pub scale_price_increment: Option<f64>,
    pub scale_price_adjust_value: Option<f64>,
    pub scale_price_adjust_interval: Option<i32>,
    pub scale_profit_offset: Option<f64>,
    pub scale_auto_reset: bool,
    pub scale_init_position: Option<i32>,
    pub scale_init_fill_qty: Option<i32>,
    pub scale_random_percent: bool,
    pub scale_table: Option<String>,
    pub auction_strategy: Option<i32>,
    pub starting_price: Option<f64>,
    pub stock_ref_price: Option<f64>,
    pub delta: Option<f64>,
    pub stock_range_lower: Option<f64>,
    pub stock_range_upper: Option<f64>,
    pub volatility: Option<f64>,
    pub volatility_type: Option<i32>,
    pub continuous_update: Option<i32>,
    pub reference_price_type: Option<i32>,
    pub basis_points: Option<f64>,
    pub basis_points_type: Option<i32>,
    pub combo_legs_desc: Option<String>,
    pub combo_orders: Vec<(String, String)>,
    pub delta_neutral_order_type: Option<String>,
    pub delta_neutral_aux_price: Option<f64>,
    pub delta_neutral_con_id: Option<i32>,
    pub delta_neutral_open_close: Option<String>,
    pub delta_neutral_short_sale: bool,
    pub delta_neutral_short_sale_slot: Option<i32>,
    pub delta_neutral_designated_location: Option<String>,
    pub delta_neutral_settling_firm: Option<String>,
    pub delta_neutral_clearing_account: Option<String>,
    pub delta_neutral_clearing_intent: Option<String>,
    pub reference_contract_id: Option<i32>,
    pub pegged_change_amount: Option<f64>,
    pub is_pegged_change_amount_decrease: bool,
    pub reference_change_amount: Option<f64>,
    pub reference_exchange_id: Option<String>,
    pub adjusted_order_type: Option<OrderType>,
    pub trigger_price: Option<f64>,
    pub adjusted_stop_price: Option<f64>,
    pub adjusted_stop_limit_price: Option<f64>,
    pub adjusted_trailing_amount: Option<f64>,
    pub adjustable_trailing_unit: Option<i32>,
    pub lmt_price_offset: Option<f64>,
    pub conditions: Vec<String>,
    pub conditions_cancel_order: bool,
    pub conditions_ignore_rth: bool,
    pub mifid2_decision_maker: Option<String>,
    pub mifid2_decision_algo: Option<String>,
    pub mifid2_execution_trader: Option<String>,
    pub mifid2_execution_algo: Option<String>,
    pub dont_use_auto_price_for_hedge: bool,
    pub is_oms_container: bool,
    pub use_price_mgmt_algo: Option<bool>,
    pub duration: Option<i32>,
    pub post_to_ats: Option<i32>,
    pub advanced_error_override: Option<String>,
    pub manual_order_time: Option<DateTime<Utc>>,
    pub min_trade_qty: Option<i32>,
    pub min_compete_size: Option<i32>,
    pub compete_against_best_offset: Option<f64>,
    pub mid_offset_at_whole: Option<f64>,
    pub mid_offset_at_half: Option<f64>,
    pub bond_accrued_interest: Option<String>,
    pub randomize_size: bool,
    pub randomize_price: bool,
    pub external_user_id: Option<String>,
    pub manual_order_indicator: Option<i32>,
    pub ext_operator: Option<String>,
    pub imbalance_only: bool,
    pub route_marketable_to_bbo: bool,
    pub soft_dollar_tier: Option<(String, String)>,
    pub cash_qty: Option<f64>,
    pub filled_quantity: Option<f64>,
    pub ref_futures_con_id: Option<i32>,
    pub solicited: bool,
    pub what_if: bool,

}
Expand description

Order request parameters

Fields§

§order_type: OrderType§side: OrderSide§quantity: f64§limit_price: Option<f64>§aux_price: Option<f64>§time_in_force: TimeInForce§good_till_date: Option<DateTime<Utc>>§good_after_time: Option<DateTime<Utc>>§active_start_time: Option<DateTime<Utc>>§active_stop_time: Option<DateTime<Utc>>§all_or_none: bool§min_quantity: Option<i32>§outside_rth: bool§hidden: bool§transmit: bool§sweep_to_fill: bool§block_order: bool§not_held: bool§override_percentage_constraints: bool§display_size: Option<i32>§percent_offset: Option<f64>§trailing_percent: Option<f64>§trailing_stop_price: Option<f64>§auto_cancel_date: Option<String>§auto_cancel_parent: bool§parent_id: Option<i64>§parent_perm_id: Option<i64>§order_ref: Option<String>§oca_group: Option<String>§oca_type: Option<i32>§rule_80a: Option<String>§trigger_method: Option<i32>§account: Option<String>§customer_account: Option<String>§settling_firm: Option<String>§clearing_account: Option<String>§clearing_intent: Option<String>§shareholder: Option<String>§professional_customer: bool§open_close: Option<String>§origin: i32§fa_group: Option<String>§fa_method: Option<String>§fa_percentage: Option<String>§short_sale_slot: Option<i32>§designated_location: Option<String>§exempt_code: Option<i32>§discretionary_amt: Option<f64>§opt_out_smart_routing: bool§discretionary_up_to_limit_price: bool§order_combo_legs: Vec<Option<f64>>§smart_combo_routing_params: Vec<(String, String)>§order_misc_options: Vec<(String, String)>§algo_strategy: Option<String>§algo_params: Vec<(String, String)>§algo_id: Option<String>§model_code: Option<String>§hedge_type: Option<String>§hedge_param: Option<String>§scale_init_level_size: Option<i32>§scale_subs_level_size: Option<i32>§scale_price_increment: Option<f64>§scale_price_adjust_value: Option<f64>§scale_price_adjust_interval: Option<i32>§scale_profit_offset: Option<f64>§scale_auto_reset: bool§scale_init_position: Option<i32>§scale_init_fill_qty: Option<i32>§scale_random_percent: bool§scale_table: Option<String>§auction_strategy: Option<i32>§starting_price: Option<f64>§stock_ref_price: Option<f64>§delta: Option<f64>§stock_range_lower: Option<f64>§stock_range_upper: Option<f64>§volatility: Option<f64>§volatility_type: Option<i32>§continuous_update: Option<i32>§reference_price_type: Option<i32>§basis_points: Option<f64>§basis_points_type: Option<i32>§combo_legs_desc: Option<String>§combo_orders: Vec<(String, String)>§delta_neutral_order_type: Option<String>§delta_neutral_aux_price: Option<f64>§delta_neutral_con_id: Option<i32>§delta_neutral_open_close: Option<String>§delta_neutral_short_sale: bool§delta_neutral_short_sale_slot: Option<i32>§delta_neutral_designated_location: Option<String>§delta_neutral_settling_firm: Option<String>§delta_neutral_clearing_account: Option<String>§delta_neutral_clearing_intent: Option<String>§reference_contract_id: Option<i32>§pegged_change_amount: Option<f64>§is_pegged_change_amount_decrease: bool§reference_change_amount: Option<f64>§reference_exchange_id: Option<String>§adjusted_order_type: Option<OrderType>§trigger_price: Option<f64>§adjusted_stop_price: Option<f64>§adjusted_stop_limit_price: Option<f64>§adjusted_trailing_amount: Option<f64>§adjustable_trailing_unit: Option<i32>§lmt_price_offset: Option<f64>§conditions: Vec<String>§conditions_cancel_order: bool§conditions_ignore_rth: bool§mifid2_decision_maker: Option<String>§mifid2_decision_algo: Option<String>§mifid2_execution_trader: Option<String>§mifid2_execution_algo: Option<String>§dont_use_auto_price_for_hedge: bool§is_oms_container: bool§use_price_mgmt_algo: Option<bool>§duration: Option<i32>§post_to_ats: Option<i32>§advanced_error_override: Option<String>§manual_order_time: Option<DateTime<Utc>>§min_trade_qty: Option<i32>§min_compete_size: Option<i32>§compete_against_best_offset: Option<f64>§mid_offset_at_whole: Option<f64>§mid_offset_at_half: Option<f64>§bond_accrued_interest: Option<String>§randomize_size: bool§randomize_price: bool§external_user_id: Option<String>§manual_order_indicator: Option<i32>§ext_operator: Option<String>§imbalance_only: bool§route_marketable_to_bbo: bool§soft_dollar_tier: Option<(String, String)>§cash_qty: Option<f64>§filled_quantity: Option<f64>§ref_futures_con_id: Option<i32>§solicited: bool§what_if: bool

Trait Implementations§

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impl Clone for OrderRequest

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fn clone(&self) -> OrderRequest

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for OrderRequest

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

Formats the value using the given formatter. Read more
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impl Default for OrderRequest

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl PartialEq for OrderRequest

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fn eq(&self, other: &OrderRequest) -> bool

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl StructuralPartialEq for OrderRequest

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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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
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fn from(t: T) -> T

Returns the argument unchanged.

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where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

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Performs the conversion.
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type Error = <U as TryFrom<T>>::Error

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

Performs the conversion.