Module orders 

Order types for the trading domain model.

Each order type wraps an OrderCore carrying the state common to all of them and adds its own type-specific fields. OrderAny dispatches over the concrete types.

Orders are event sourced. OrderCore::apply validates the status transition, runs the handler for that event, then appends it, so OrderAny::from_events replays a stream to reconstruct its event-derived state.

A fill-void correction rebuilds the derived fill state from the fills that survive it. avg_px folds those fills in Decimal and keeps the quotient at that precision, so no float conversion enters the next average and a rebuild agrees with the incremental update over the same fills. slippage derives from avg_px in the same arithmetic.

Re-exports

pub use crate::orders::builder::OrderTestBuilder;

pub use crate::orders::any::LimitOrderAny;

pub use crate::orders::any::OrderAny;

pub use crate::orders::any::OrderReplayError;

pub use crate::orders::any::PassiveOrderAny;

pub use crate::orders::any::StopOrderAny;

pub use crate::orders::limit::LimitOrder;

pub use crate::orders::limit_if_touched::LimitIfTouchedOrder;

pub use crate::orders::list::OrderList;

pub use crate::orders::list::OrderListValidationError;

pub use crate::orders::market::MarketOrder;

pub use crate::orders::market_if_touched::MarketIfTouchedOrder;

pub use crate::orders::market_to_limit::MarketToLimitOrder;

pub use crate::orders::stop_limit::StopLimitOrder;

pub use crate::orders::stop_market::StopMarketOrder;

pub use crate::orders::trailing_stop_limit::TrailingStopLimitOrder;

pub use crate::orders::trailing_stop_market::TrailingStopMarketOrder;

Modules

any

builder

limit

limit_if_touched

list

market

market_if_touched

market_to_limit

stop_limit

stop_market

stubs

trailing_stop_limit

trailing_stop_market

Structs

OrderCore

Enums

OrderError

Constants

LIMIT_ORDER_TYPES

Order types that have limit prices.

LOCAL_ACTIVE_ORDER_STATUSES

Order statuses for locally active orders (pre-submission to venue).

STOP_ORDER_TYPES

Order types that have stop/trigger prices.

TRIGGERABLE_ORDER_TYPES

Order types that support the TRIGGERED order status.

Traits

Order

Functions

str_indexmap_to_ustr

Converts an IndexMap with String keys and values to Ustr keys and values.

ustr_indexmap_to_str

Converts an IndexMap with Ustr keys and values to String keys and values.