pub struct UserOrderUpdate {
pub report: Box<OrderStatusReport>,
pub update: Box<WsOrderUpdate>,
pub instrument: InstrumentAny,
pub is_snapshot: bool,
pub ts_event: UnixNanos,
pub ts_init: UnixNanos,
}Expand description
Carrier for a single user-channel order update.
Pairs the parsed [OrderStatusReport] with the resolved instrument and
the raw venue payload so downstream consumers (e.g. the execution client)
can diff cumulative quantity and fees against their own tracked state.
is_snapshot is true when the wrapping WsUserEvent was a snapshot
type. Snapshots restate the current cumulative state of every open order
and must NOT be interpreted as fresh fills, otherwise a cold start (or
any state-clearing reconnect) would synthesize phantom fills covering the
entire pre-existing cumulative quantity.
Fields§
§report: Box<OrderStatusReport>§update: Box<WsOrderUpdate>§instrument: InstrumentAny§is_snapshot: bool§ts_event: UnixNanos§ts_init: UnixNanosTrait Implementations§
Source§impl Clone for UserOrderUpdate
impl Clone for UserOrderUpdate
Source§fn clone(&self) -> UserOrderUpdate
fn clone(&self) -> UserOrderUpdate
Returns a duplicate of the value. Read more
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreAuto Trait Implementations§
impl Freeze for UserOrderUpdate
impl RefUnwindSafe for UserOrderUpdate
impl Send for UserOrderUpdate
impl Sync for UserOrderUpdate
impl Unpin for UserOrderUpdate
impl UnsafeUnpin for UserOrderUpdate
impl UnwindSafe for UserOrderUpdate
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
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
§impl<T> Instrument for T
impl<T> Instrument for T
§fn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
§fn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more