Struct MarketToLimitOrder 

pub struct MarketToLimitOrder {
    pub price: Option<Price>,
    pub expire_time: Option<UnixNanos>,
    pub is_post_only: bool,
    pub display_qty: Option<Quantity>,
    /* private fields */
}

Fields

price: Option<Price>

expire_time: Option<UnixNanos>

is_post_only: bool

display_qty: Option<Quantity>

Implementations

impl MarketToLimitOrder

pub fn new_checked( trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, order_side: OrderSide, quantity: Quantity, time_in_force: TimeInForce, expire_time: Option<UnixNanos>, post_only: bool, reduce_only: bool, quote_quantity: bool, display_qty: Option<Quantity>, contingency_type: Option<ContingencyType>, order_list_id: Option<OrderListId>, linked_order_ids: Option<Vec<ClientOrderId>>, parent_order_id: Option<ClientOrderId>, exec_algorithm_id: Option<ExecAlgorithmId>, exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>, exec_spawn_id: Option<ClientOrderId>, tags: Option<Vec<Ustr>>, init_id: UUID4, ts_init: UnixNanos, ) -> Result<Self, OrderError>

Creates a new MarketToLimitOrder instance.

Errors

Returns an error if:

• The quantity is not positive.
• The display_qty (when provided) exceeds quantity.
• The time_in_force is GTD and expire_time is None or zero.
• The order metadata violates an OrderInitialized::new_checked invariant.

pub fn new( trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, order_side: OrderSide, quantity: Quantity, time_in_force: TimeInForce, expire_time: Option<UnixNanos>, post_only: bool, reduce_only: bool, quote_quantity: bool, display_qty: Option<Quantity>, contingency_type: Option<ContingencyType>, order_list_id: Option<OrderListId>, linked_order_ids: Option<Vec<ClientOrderId>>, parent_order_id: Option<ClientOrderId>, exec_algorithm_id: Option<ExecAlgorithmId>, exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>, exec_spawn_id: Option<ClientOrderId>, tags: Option<Vec<Ustr>>, init_id: UUID4, ts_init: UnixNanos, ) -> Self

Creates a new MarketToLimitOrder instance.

Panics

Panics if any order validation fails (see MarketToLimitOrder::new_checked).

Methods from Deref<Target = OrderCore>

pub fn apply(&mut self, event: OrderEventAny) -> Result<(), OrderError>

Applies the event to the order.

Errors

Returns an error if the event is invalid for the current order status, or if event.client_order_id() or event.strategy_id() does not match the order.

pub fn set_slippage(&mut self, price: Price)

pub fn signed_decimal_qty(&self) -> Decimal

pub fn would_reduce_only( &self, side: PositionSide, position_qty: Quantity, ) -> bool

pub fn commission(&self, currency: &Currency) -> Option<Money>

pub fn commissions(&self) -> IndexMap<Currency, Money>

pub fn commissions_vec(&self) -> Vec<Money>

pub fn events(&self) -> &[OrderEventAny]

Returns the order events in application order.

pub fn prepend_events( &mut self, events: impl IntoIterator<Item = OrderEventAny>, )

Prepends historical events in iterator order without applying their state transitions.

Used when transforming an order into another type. The next fill rebuilds the average-price fold from the combined history; other derived state is unchanged.

pub fn init_event(&self) -> Option<OrderEventAny>

Trait Implementations

impl Clone for MarketToLimitOrder

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 MarketToLimitOrder

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

Formats the value using the given formatter.

impl Deref for MarketToLimitOrder

type Target = OrderCore

The resulting type after dereferencing.

fn deref(&self) -> &Self::Target

Dereferences the value.

impl DerefMut for MarketToLimitOrder

fn deref_mut(&mut self) -> &mut Self::Target

Mutably dereferences the value.

impl DerefToPyAny for MarketToLimitOrder

impl<'de> Deserialize<'de> for MarketToLimitOrder

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for MarketToLimitOrder

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

Formats the value using the given formatter.

impl From<MarketToLimitOrder> for OrderAny

fn from(v: MarketToLimitOrder) -> OrderAny

Converts to this type from the input type.

impl From<MarketToLimitOrder> for LimitOrderAny

fn from(v: MarketToLimitOrder) -> LimitOrderAny

Converts to this type from the input type.

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

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<'py> IntoPyObject<'py> for MarketToLimitOrder

type Target = MarketToLimitOrder

The Python output type

type Output = Bound<'py, <MarketToLimitOrder 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 Order for MarketToLimitOrder

fn into_any(self) -> OrderAny

fn status(&self) -> OrderStatus

fn trader_id(&self) -> TraderId

fn strategy_id(&self) -> StrategyId

fn instrument_id(&self) -> InstrumentId

fn symbol(&self) -> Symbol

fn venue(&self) -> Venue

fn client_order_id(&self) -> ClientOrderId

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

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

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

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

fn order_side(&self) -> OrderSide

fn order_type(&self) -> OrderType

fn quantity(&self) -> Quantity

fn time_in_force(&self) -> TimeInForce

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

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

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

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

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

fn is_post_only(&self) -> bool

fn is_reduce_only(&self) -> bool

fn is_quote_quantity(&self) -> bool

fn has_price(&self) -> bool

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

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

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

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

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<&[ClientOrderId]>

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

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

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

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

fn tags(&self) -> Option<&[Ustr]>

fn filled_qty(&self) -> Quantity

fn voided_qty(&self) -> Quantity

fn leaves_qty(&self) -> Quantity

fn overfill_qty(&self) -> Quantity

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

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

fn init_id(&self) -> UUID4

fn ts_init(&self) -> UnixNanos

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

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

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

fn ts_last(&self) -> UnixNanos

fn events(&self) -> Vec<&OrderEventAny>

fn venue_order_ids(&self) -> Vec<&VenueOrderId>

fn trade_ids(&self) -> Vec<&TradeId>

fn commissions(&self) -> &IndexMap<Currency, Money>

fn apply(&mut self, event: OrderEventAny) -> Result<(), OrderError>

Applies the event to the order.

fn update(&mut self, event: &OrderUpdated)

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

fn set_position_id(&mut self, position_id: Option<PositionId>)

fn set_quantity(&mut self, quantity: Quantity)

fn set_leaves_qty(&mut self, leaves_qty: Quantity)

fn set_emulation_trigger(&mut self, emulation_trigger: Option<TriggerType>)

fn set_is_quote_quantity(&mut self, is_quote_quantity: bool)

fn set_liquidity_side(&mut self, liquidity_side: LiquiditySide)

fn would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool

fn previous_status(&self) -> Option<OrderStatus>

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

fn calculate_overfill(&self, fill_qty: Quantity) -> Quantity

Calculates potential overfill quantity without mutating order state.

fn last_event(&self) -> &OrderEventAny

fn event_count(&self) -> usize

fn is_duplicate_fill(&self, fill: &OrderFilled) -> bool

Returns true if a fill with matching trade_id, side, qty, and price already exists.

fn is_buy(&self) -> bool

fn is_sell(&self) -> bool

fn is_passive(&self) -> bool

fn is_aggressive(&self) -> bool

fn is_emulated(&self) -> bool

fn is_active_local(&self) -> bool

fn is_primary(&self) -> bool

fn is_spawned(&self) -> bool

fn is_contingency(&self) -> bool

fn is_parent_order(&self) -> bool

fn is_child_order(&self) -> bool

fn is_open(&self) -> bool

fn is_canceled(&self) -> bool

fn is_closed(&self) -> bool

fn is_inflight(&self) -> bool

fn is_pending_update(&self) -> bool

fn is_pending_cancel(&self) -> bool

fn to_own_book_order(&self) -> OwnBookOrder

fn to_order_status_report( &self, report_id: Option<UUID4>, ) -> Option<OrderStatusReport>

Builds an OrderStatusReport snapshot from the order’s current state.

impl PartialEq for MarketToLimitOrder

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

Equality operator ==.

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

Inequality operator !=.

impl PyClass for MarketToLimitOrder

const NAME: &str = "MarketToLimitOrder"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for MarketToLimitOrder

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 = c"\x00"

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 = <<MarketToLimitOrder as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<MarketToLimitOrder>

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 = Pyo3MethodsInventoryForMarketToLimitOrder

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 MarketToLimitOrder

const TEXT_SIGNATURE: &'static str = "(trader_id, strategy_id, instrument_id, client_order_id, order_side, quantity, time_in_force, post_only, reduce_only, quote_quantity, init_id, ts_init, expire_time=None, display_qty=None, contingency_type=None, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None)"

impl PyStubType for MarketToLimitOrder

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 MarketToLimitOrder

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 MarketToLimitOrder

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl TestDefault for MarketToLimitOrder

fn test_default() -> Self

Creates a new test default MarketToLimitOrder instance.

impl TryFrom<OrderInitialized> for MarketToLimitOrder

type Error = OrderError

The type returned in the event of a conversion error.

fn try_from(event: OrderInitialized) -> Result<Self, Self::Error>

Performs the conversion.

impl TryInto<MarketToLimitOrder> for OrderAny

type Error = &'static str

The type returned in the event of a conversion error.

fn try_into( self, ) -> Result<MarketToLimitOrder, <Self as TryInto<MarketToLimitOrder>>::Error>

Performs the conversion.

impl TryInto<MarketToLimitOrder> for LimitOrderAny

type Error = &'static str

The type returned in the event of a conversion error.

fn try_into( self, ) -> Result<MarketToLimitOrder, <Self as TryInto<MarketToLimitOrder>>::Error>

Performs the conversion.