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generate_ib_trade_id

Function generate_ib_trade_id 

Source
pub fn generate_ib_trade_id(
    ts_event: UnixNanos,
    price: f64,
    size: f64,
) -> TradeId
Expand description

Generate a unique trade ID for Interactive Brokers trades.

This format matches the Python adapter: “{secs}-{price}-{size}”

§Arguments

  • ts_event - Event timestamp in nanoseconds
  • price - Trade price
  • size - Trade size