Struct StrategyFill 

#[non_exhaustive]
pub struct StrategyFill {
    pub sequence: u64,
    pub time: DateTime<Utc>,
    pub order_id: String,
    pub side: OrderSide,
    pub price: f64,
    pub quantity: f64,
    pub position: f64,
}

One executed order, including an entry, an exit or a margin liquidation. A reversal is one fill whose quantity includes closing the previous position.

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.

sequence: u64

Increasing identifier within this live run, starting at one. Retained across rebuilds.

time: DateTime<Utc>

Source bar time, or the finer bar time for a historical magnified execution.

order_id: String

Identifier placed through the strategy context, or "Margin call" for liquidation.

side: OrderSide

Executed order side.

price: f64

Execution price, including applicable slippage.

quantity: f64

Total executed units, always positive.

position: f64

Signed position immediately after this fill, before any fill callback orders execute.

Trait Implementations

impl Clone for StrategyFill

fn clone(&self) -> StrategyFill

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for StrategyFill

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

Formats the value using the given formatter.

impl PartialEq for StrategyFill

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for StrategyFill