Struct OrderCore 

pub struct OrderCore {

    pub commissions: IndexMap<Currency, Money>,
    pub venue_order_ids: Vec<VenueOrderId>,
    pub trade_ids: Vec<TradeId>,
    pub previous_status: Option<OrderStatus>,
    pub status: OrderStatus,
    pub trader_id: TraderId,
    pub strategy_id: StrategyId,
    pub instrument_id: InstrumentId,
    pub client_order_id: ClientOrderId,
    pub venue_order_id: Option<VenueOrderId>,
    pub position_id: Option<PositionId>,
    pub account_id: Option<AccountId>,
    pub last_trade_id: Option<TradeId>,
    pub side: OrderSide,
    pub order_type: OrderType,
    pub quantity: Quantity,
    pub time_in_force: TimeInForce,
    pub liquidity_side: Option<LiquiditySide>,
    pub is_reduce_only: bool,
    pub is_quote_quantity: bool,
    pub emulation_trigger: Option<TriggerType>,
    pub contingency_type: Option<ContingencyType>,
    pub order_list_id: Option<OrderListId>,
    pub linked_order_ids: Option<Vec<ClientOrderId>>,
    pub parent_order_id: Option<ClientOrderId>,
    pub exec_algorithm_id: Option<ExecAlgorithmId>,
    pub exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
    pub exec_spawn_id: Option<ClientOrderId>,
    pub tags: Option<Vec<Ustr>>,
    pub filled_qty: Quantity,
    pub voided_qty: Quantity,
    pub leaves_qty: Quantity,
    pub overfill_qty: Quantity,
    pub avg_px: Option<Decimal>,
    pub slippage: Option<Decimal>,
    pub init_id: UUID4,
    pub ts_init: UnixNanos,
    pub ts_submitted: Option<UnixNanos>,
    pub ts_accepted: Option<UnixNanos>,
    pub ts_closed: Option<UnixNanos>,
    pub ts_last: UnixNanos,
    /* private fields */
}

Common event-sourced state shared by order types.

Construct with Self::new and update through Self::apply. Inspect history with Self::events; use Self::prepend_events to retain history when transforming an order, or OrderAny::from_events to reconstruct its state from an event stream.

Fields

commissions: IndexMap<Currency, Money>

venue_order_ids: Vec<VenueOrderId>

trade_ids: Vec<TradeId>

previous_status: Option<OrderStatus>

status: OrderStatus

trader_id: TraderId

strategy_id: StrategyId

instrument_id: InstrumentId

client_order_id: ClientOrderId

venue_order_id: Option<VenueOrderId>

position_id: Option<PositionId>

account_id: Option<AccountId>

last_trade_id: Option<TradeId>

side: OrderSide

order_type: OrderType

quantity: Quantity

time_in_force: TimeInForce

liquidity_side: Option<LiquiditySide>

is_reduce_only: bool

is_quote_quantity: bool

emulation_trigger: Option<TriggerType>

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>>

filled_qty: Quantity

voided_qty: Quantity

leaves_qty: Quantity

overfill_qty: Quantity

avg_px: Option<Decimal>

slippage: Option<Decimal>

init_id: UUID4

ts_init: UnixNanos

ts_submitted: Option<UnixNanos>

ts_accepted: Option<UnixNanos>

ts_closed: Option<UnixNanos>

ts_last: UnixNanos

Implementations

impl OrderCore

pub fn new(init: OrderInitialized) -> Self

Creates a new OrderCore instance.

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 opposite_side(side: OrderSide) -> OrderSide

Returns the opposite order side.

pub fn closing_side(side: PositionSide) -> Option<OrderSide>

Returns the order side needed to close a position.

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 OrderCore

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 OrderCore

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderCore

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for OrderCore

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

where __S: Serializer,

Serialize this value into the given Serde serializer.