Struct CombinedTrade 

#[non_exhaustive]
pub struct CombinedTrade {
    pub aggressor_order_id: Option<u64>,
    pub first_time: DateTime<Utc>,
    pub last_time: DateTime<Utc>,
    pub first_price: f64,
    pub last_price: f64,
    pub price: f64,
    pub size: f64,
    pub fills: usize,
    pub side: Option<OrderSide>,
    pub consumed: Vec<ConsumedOrder>,
    pub complete: bool,
}

Fills of one explicitly identified aggressive order, or one fill without an order id. Only retained fills count: eviction from the raw store also removes them from this view.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

aggressor_order_id: Option<u64>

Explicit aggressor order id; unknown fills are never grouped together.

first_time: DateTime<Utc>

Time of the first retained fill.

last_time: DateTime<Utc>

Time of the last retained fill.

first_price: f64

Price of the first retained fill.

last_price: f64

Price of the last retained fill.

price: f64

Volume-weighted price; the first price for zero total size.

size: f64

Total retained size, saturating at the largest finite value on overflow.

fills: usize

Number of retained fills.

side: Option<OrderSide>

Aggressor side, unknown if fills disagree.

consumed: Vec<ConsumedOrder>

The resting orders the retained fills consumed, in fill order; consecutive fills of one identified order at one price are one entry. Their sizes add up to size.

complete: bool

Whether the order is fully reconstructed: its aggressor id is explicit and every retained fill names its resting order. Otherwise consumed lacks evidence.

Trait Implementations

impl Clone for CombinedTrade

fn clone(&self) -> CombinedTrade

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CombinedTrade

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

Formats the value using the given formatter.

impl PartialEq for CombinedTrade

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for CombinedTrade