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 retains the chronological Decimal notional and quantity fold between fills and keeps the quotient at that precision. Corrections rebuild the fold rather than subtracting from saturated or rounded totals. Deserialized orders rebuild the cached fold from stored events on the next fill. 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

Common event-sourced state shared by order types.

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.