Struct OrderFillVoided 

#[repr(C)]
pub struct OrderFillVoided {

    pub trader_id: TraderId,
    pub strategy_id: StrategyId,
    pub instrument_id: InstrumentId,
    pub client_order_id: ClientOrderId,
    pub venue_order_id: VenueOrderId,
    pub account_id: AccountId,
    pub correction_id: Ustr,
    pub trade_id: TradeId,
    pub voided_qty: Quantity,
    pub commission_voided: Option<Money>,
    pub order_side: OrderSide,
    pub order_type: OrderType,
    pub last_px: Price,
    pub currency: Currency,
    pub liquidity_side: LiquiditySide,
    pub position_id: Option<PositionId>,
    pub reason: Option<Ustr>,
    pub info: Option<IndexMap<Ustr, Ustr>>,
    pub event_id: UUID4,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
    pub reconciliation: bool,
    pub is_reopened: bool,
    pub causation_id: Option<UUID4>,
}

Records that a cumulative fill quantity no longer has economic effect.

The correction identity, voided quantity, and commission are cumulative for the referenced trade. is_reopened records positive evidence that the corrected order is executable again and therefore requires the referenced fill to have been applied locally. Without a local fill, a non-reopened correction is an authoritative terminal order void.

Fields

trader_id: TraderId

The trader ID associated with the event.

strategy_id: StrategyId

The strategy ID associated with the event.

instrument_id: InstrumentId

The instrument ID associated with the event.

client_order_id: ClientOrderId

The client order ID associated with the event.

venue_order_id: VenueOrderId

The venue order ID associated with the event.

account_id: AccountId

The account ID associated with the event.

correction_id: Ustr

The venue identifier for the correction which voided the fill.

trade_id: TradeId

The trade ID of the voided fill.

voided_qty: Quantity

The quantity removed from the order by the void.

commission_voided: Option<Money>

The commission reversed by the void, if any.

order_side: OrderSide

The order side of the voided fill.

order_type: OrderType

The order type of the voided fill.

last_px: Price

The last price of the voided fill.

currency: Currency

The currency of the voided fill.

liquidity_side: LiquiditySide

The liquidity side of the voided fill.

position_id: Option<PositionId>

The position ID associated with the voided fill, if any.

reason: Option<Ustr>

The reason the fill was voided.

info: Option<IndexMap<Ustr, Ustr>>

The venue specific information for the void.

event_id: UUID4

The unique identifier for the event.

ts_event: UnixNanos

UNIX timestamp (nanoseconds) when the event occurred.

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the event was initialized.

reconciliation: bool

If the event was generated during reconciliation.

is_reopened: bool

If the void reopened an order which had already closed.

causation_id: Option<UUID4>

The causation ID associated with the event.

Implementations

impl OrderFillVoided

pub fn new( trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, account_id: AccountId, correction_id: Ustr, trade_id: TradeId, voided_qty: Quantity, commission_voided: Option<Money>, order_side: OrderSide, order_type: OrderType, last_px: Price, currency: Currency, liquidity_side: LiquiditySide, position_id: Option<PositionId>, reason: Option<Ustr>, info: Option<IndexMap<Ustr, Ustr>>, event_id: UUID4, ts_event: UnixNanos, ts_init: UnixNanos, reconciliation: bool, is_reopened: bool, ) -> Self

Trait Implementations

impl Clone for OrderFillVoided

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderFillVoided

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

Formats the value using the given formatter.

impl DerefToPyAny for OrderFillVoided

impl<'de> Deserialize<'de> for OrderFillVoided

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for OrderFillVoided

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

Formats the value using the given formatter.

impl Eq for OrderFillVoided

impl<'a, 'py> FromPyObject<'a, 'py> for OrderFillVoided

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl HasTsInit for OrderFillVoided

fn ts_init(&self) -> UnixNanos

Returns the UNIX timestamp (nanoseconds) when the instance was created.

impl<'py> IntoPyObject<'py> for OrderFillVoided

type Target = OrderFillVoided

The Python output type

type Output = Bound<'py, <OrderFillVoided as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl OrderEvent for OrderFillVoided

fn id(&self) -> UUID4

fn type_name(&self) -> &'static str

fn order_type(&self) -> Option<OrderType>

fn order_side(&self) -> Option<OrderSide>

fn trader_id(&self) -> TraderId

fn strategy_id(&self) -> StrategyId

fn instrument_id(&self) -> InstrumentId

fn trade_id(&self) -> Option<TradeId>

fn currency(&self) -> Option<Currency>

fn client_order_id(&self) -> ClientOrderId

fn reason(&self) -> Option<Ustr>

fn quantity(&self) -> Option<Quantity>

fn time_in_force(&self) -> Option<TimeInForce>

fn liquidity_side(&self) -> Option<LiquiditySide>

fn post_only(&self) -> Option<bool>

fn reduce_only(&self) -> Option<bool>

fn quote_quantity(&self) -> Option<bool>

fn reconciliation(&self) -> bool

fn price(&self) -> Option<Price>

fn last_px(&self) -> Option<Price>

fn last_qty(&self) -> Option<Quantity>

fn activation_price(&self) -> Option<Price>

fn trigger_price(&self) -> Option<Price>

fn trigger_type(&self) -> Option<TriggerType>

fn limit_offset(&self) -> Option<Decimal>

fn trailing_offset(&self) -> Option<Decimal>

fn trailing_offset_type(&self) -> Option<TrailingOffsetType>

fn expire_time(&self) -> Option<UnixNanos>

fn display_qty(&self) -> Option<Quantity>

fn emulation_trigger(&self) -> Option<TriggerType>

fn trigger_instrument_id(&self) -> Option<InstrumentId>

fn contingency_type(&self) -> Option<ContingencyType>

fn order_list_id(&self) -> Option<OrderListId>

fn linked_order_ids(&self) -> Option<Vec<ClientOrderId>>

fn parent_order_id(&self) -> Option<ClientOrderId>

fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId>

fn exec_spawn_id(&self) -> Option<ClientOrderId>

fn venue_order_id(&self) -> Option<VenueOrderId>

fn account_id(&self) -> Option<AccountId>

fn position_id(&self) -> Option<PositionId>

fn commission(&self) -> Option<Money>

fn ts_event(&self) -> UnixNanos

fn ts_init(&self) -> UnixNanos

fn causation_id(&self) -> Option<UUID4>

fn correction_id(&self) -> Option<Ustr>

fn is_reopened(&self) -> bool

fn info(&self) -> Option<IndexMap<Ustr, Ustr>>

fn exec_algorithm_params(&self) -> Option<IndexMap<Ustr, Ustr>>

fn tags(&self) -> Option<Vec<Ustr>>

fn released_price(&self) -> Option<Price>

fn protection_price(&self) -> Option<Price>

fn due_post_only(&self) -> bool

impl PartialEq for OrderFillVoided

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

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl PyClass for OrderFillVoided

const NAME: &str = "OrderFillVoided"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for OrderFillVoided

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Records that a cumulative fill quantity no longer has economic effect. /// /// The correction identity, voided quantity, and commission are cumulative for the referenced /// trade. `is_reopened` records positive evidence that the corrected order is executable again /// and therefore requires the referenced fill to have been applied locally. Without a local fill, /// a non-reopened correction is an authoritative terminal order void.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<OrderFillVoided as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<OrderFillVoided>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForOrderFillVoided

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for OrderFillVoided

const TEXT_SIGNATURE: &'static str = "(trader_id, strategy_id, instrument_id, client_order_id, venue_order_id, account_id, correction_id, trade_id, voided_qty, order_side, order_type, last_px, currency, liquidity_side, event_id, ts_event, ts_init, reconciliation, is_reopened=False, commission_voided=None, position_id=None, reason=None, info=None)"

impl PyStubType for OrderFillVoided

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for OrderFillVoided

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Serialize for OrderFillVoided

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for OrderFillVoided