Struct OwnBookOrder

#[repr(C)]
pub struct OwnBookOrder {

    pub trader_id: TraderId,
    pub client_order_id: ClientOrderId,
    pub venue_order_id: Option<VenueOrderId>,
    pub side: OrderSideSpecified,
    pub price: Price,
    pub size: Quantity,
    pub order_type: OrderType,
    pub time_in_force: TimeInForce,
    pub status: OrderStatus,
    pub ts_last: UnixNanos,
    pub ts_accepted: UnixNanos,
    pub ts_submitted: UnixNanos,
    pub ts_init: UnixNanos,
}

Represents an own/user order for a book.

This struct models an order that may be in-flight to the trading venue or actively working, depending on the value of the status field.

Fields

trader_id: TraderId

The trader ID.

client_order_id: ClientOrderId

The client order ID.

venue_order_id: Option<VenueOrderId>

The venue order ID (if assigned by the venue).

side: OrderSideSpecified

The specified order side (BUY or SELL).

price: Price

The order price.

size: Quantity

The order size.

order_type: OrderType

The order type.

time_in_force: TimeInForce

The order time in force.

status: OrderStatus

The current order status (SUBMITTED/ACCEPTED/PENDING_CANCEL/PENDING_UPDATE/PARTIALLY_FILLED).

ts_last: UnixNanos

UNIX timestamp (nanoseconds) when the last order event occurred for this order.

ts_accepted: UnixNanos

UNIX timestamp (nanoseconds) when the order was accepted (zero unless accepted).

ts_submitted: UnixNanos

UNIX timestamp (nanoseconds) when the order was submitted (zero unless submitted).

ts_init: UnixNanos

UNIX timestamp (nanoseconds) when the order was initialized.

Implementations

impl OwnBookOrder

pub fn new( trader_id: TraderId, client_order_id: ClientOrderId, venue_order_id: Option<VenueOrderId>, side: OrderSideSpecified, price: Price, size: Quantity, order_type: OrderType, time_in_force: TimeInForce, status: OrderStatus, ts_last: UnixNanos, ts_accepted: UnixNanos, ts_submitted: UnixNanos, ts_init: UnixNanos, ) -> Self

Creates a new OwnBookOrder instance.

pub fn to_book_price(&self) -> BookPrice

Returns a BookPrice from this order.

pub fn exposure(&self) -> f64

Returns the order exposure as an f64.

pub fn signed_size(&self) -> f64

Returns the signed order exposure as an f64.

Trait Implementations

impl Clone for OwnBookOrder

fn clone(&self) -> OwnBookOrder

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OwnBookOrder

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

Formats the value using the given formatter.

impl Display for OwnBookOrder

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

Formats the value using the given formatter.

impl Hash for OwnBookOrder

fn hash<H: Hasher>(&self, state: &mut H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl<'py> IntoPyObject<'py> for OwnBookOrder

type Target = OwnBookOrder

The Python output type

type Output = Bound<'py, <OwnBookOrder 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 Ord for OwnBookOrder

fn cmp(&self, other: &Self) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for OwnBookOrder

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PartialOrd for OwnBookOrder

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

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

Tests less than (for self and other) and is used by the < operator.

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

Tests less than or equal to (for self and other) and is used by the <= operator.

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

Tests greater than (for self and other) and is used by the > operator.

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

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl PyClass for OwnBookOrder

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for OwnBookOrder

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)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<OwnBookOrder>

This handles following two situations:

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 doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

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

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<OwnBookOrder> for PyClassImplCollector<OwnBookOrder>

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a OwnBookOrder

type Holder = Option<PyRef<'py, OwnBookOrder>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a mut OwnBookOrder

type Holder = Option<PyRefMut<'py, OwnBookOrder>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<OwnBookOrder> for PyClassImplCollector<OwnBookOrder>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for OwnBookOrder

const NAME: &'static str = "OwnBookOrder"

Class name.

const MODULE: Option<&'static str>

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 Copy for OwnBookOrder

impl DerefToPyAny for OwnBookOrder

impl Eq for OwnBookOrder