Enum OrderEvent 

#[non_exhaustive]
pub enum OrderEvent {
    Add(RestingOrder),
    Modify {
        id: u64,
        price: Option<f64>,
        size: Option<f64>,
        keep_priority: bool,
    },
    Cancel {
        id: u64,
    },
    Execute {
        id: u64,
        size: f64,
        trade: Option<Tick>,
    },
}

A sequenced change to one resting order. Unknown ids or invalid changes lose the book.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

Add(RestingOrder)

Adds an order at the back of its price queue. Duplicate ids are invalid.

Modify

Replaces price or remaining size. A changed price always loses priority; otherwise keep_priority preserves the position only when the venue says it does. Size zero cancels.

Fields

id: u64

Venue identifier of the order to change.

price: Option<f64>

Replacement limit price, or None to retain the current price.

size: Option<f64>

Replacement remaining size, or None to retain it.

keep_priority: bool

Whether the venue preserves this order’s queue position after the change.

Cancel

Cancels the remaining order.

Fields

id: u64

Venue identifier of the order to change.

Execute

Removes size from an order, keeping its priority on a partial fill. A known trade is pushed through the trade path with resting_order_id set. Never also push it without a unique trade id. Size must not exceed the order’s remaining size; a relative tolerance of 1e-9, as in footprint volume thresholds, exhausts a rounded remainder.

Fields

id: u64

Venue identifier of the order to change.

size: f64

Executed quantity to remove from the order.

trade: Option<Tick>

Execution associated with this fill, when supplied.

Trait Implementations

impl Clone for OrderEvent

fn clone(&self) -> OrderEvent

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderEvent

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderEvent

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for OrderEvent

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for OrderEvent

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 OrderEvent