Struct BinanceFuturesAlgoOrder 

pub struct BinanceFuturesAlgoOrder {

    pub algo_id: i64,
    pub client_algo_id: String,
    pub algo_type: BinanceAlgoType,
    pub order_type: BinanceFuturesOrderType,
    pub symbol: Ustr,
    pub side: BinanceSide,
    pub position_side: Option<BinancePositionSide>,
    pub time_in_force: Option<BinanceTimeInForce>,
    pub quantity: Option<String>,
    pub algo_status: Option<BinanceAlgoStatus>,
    pub trigger_price: Option<String>,
    pub price: Option<String>,
    pub working_type: Option<BinanceWorkingType>,
    pub close_position: Option<bool>,
    pub price_protect: Option<bool>,
    pub reduce_only: Option<bool>,
    pub activate_price: Option<String>,
    pub callback_rate: Option<String>,
    pub good_till_date: Option<i64>,
    pub create_time: Option<i64>,
    pub update_time: Option<i64>,
    pub trigger_time: Option<i64>,
    pub actual_order_id: Option<String>,
    pub executed_qty: Option<String>,
    pub avg_price: Option<String>,
}

Algo order response from Binance Futures Algo Service API.

Algo orders are conditional orders (STOP_MARKET, STOP_LIMIT, TAKE_PROFIT, TAKE_PROFIT_MARKET, TRAILING_STOP_MARKET) that are managed by Binance’s Algo Service rather than the traditional order matching engine.

References

• https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/New-Algo-Order

Fields

algo_id: i64

Unique algo order ID assigned by Binance.

client_algo_id: String

Client-specified algo order ID for idempotency.

algo_type: BinanceAlgoType

Algo type (currently only Conditional is supported).

order_type: BinanceFuturesOrderType

Order type (STOP_MARKET, STOP, TAKE_PROFIT, TAKE_PROFIT_MARKET, TRAILING_STOP_MARKET).

symbol: Ustr

Trading symbol.

side: BinanceSide

Order side (BUY/SELL).

position_side: Option<BinancePositionSide>

Position side (BOTH, LONG, SHORT).

time_in_force: Option<BinanceTimeInForce>

Time in force.

quantity: Option<String>

Order quantity.

algo_status: Option<BinanceAlgoStatus>

Algo order status.

trigger_price: Option<String>

Trigger price for the conditional order.

price: Option<String>

Limit price (for STOP/TAKE_PROFIT limit orders).

working_type: Option<BinanceWorkingType>

Working type for trigger price calculation (CONTRACT_PRICE or MARK_PRICE).

close_position: Option<bool>

Close all position flag.

price_protect: Option<bool>

Price protection enabled.

reduce_only: Option<bool>

Reduce-only flag.

activate_price: Option<String>

Activation price for TRAILING_STOP_MARKET orders.

callback_rate: Option<String>

Callback rate for TRAILING_STOP_MARKET orders (0.1 to 10, where 1 = 1%).

good_till_date: Option<i64>

Good till date in milliseconds.

create_time: Option<i64>

Order creation time in milliseconds.

update_time: Option<i64>

Last update time in milliseconds.

trigger_time: Option<i64>

Trigger time in milliseconds (when the algo order triggered).

actual_order_id: Option<String>

Order ID in matching engine (populated when algo order is triggered).

executed_qty: Option<String>

Executed quantity in matching engine (populated when algo order is triggered).

avg_price: Option<String>

Average fill price in matching engine (populated when algo order is triggered).

Implementations

impl BinanceFuturesAlgoOrder

pub fn to_order_status_report( &self, account_id: AccountId, instrument_id: InstrumentId, price_precision: u8, size_precision: u8, ts_init: UnixNanos, ) -> Result<OrderStatusReport>

Converts this Binance algo order to a Nautilus [OrderStatusReport].

Errors

Returns an error if client order ID, quantity, price, trigger, or trailing fields cannot be parsed.

pub fn to_order_status_report_with_actual( &self, actual: &BinanceFuturesOrder, account_id: AccountId, instrument_id: InstrumentId, price_precision: u8, size_precision: u8, treat_expired_as_canceled: bool, ts_init: UnixNanos, ) -> Result<OrderStatusReport>

Converts this algo order to a report enriched with matching-engine execution details.

The algo order remains the source of client identity and conditional-order metadata. The matching-engine order is authoritative for status, quantity, fills, average price, venue order identity, and the last update time.

Errors

Returns an error if the matching-engine order does not match this algo order or either response contains invalid report data.

Trait Implementations

impl Clone for BinanceFuturesAlgoOrder

fn clone(&self) -> BinanceFuturesAlgoOrder

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BinanceFuturesAlgoOrder

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for BinanceFuturesAlgoOrder

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for BinanceFuturesAlgoOrder

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.