Struct Cumulative
pub struct Cumulative {
pub qty: Decimal,
pub value: Decimal,
}Expand description
What the broker had executed in one order after a message: the quantity and the value (price times quantity) of everything filled so far, summed over all fills of the order.
The orders/events/ws messages carry running totals (executedQuantity, executionValue,
averagePrice), not the numbers of one fill. The docs sample: lastQuantity 50, executedQuantity
100, averagePrice 244.5, executionValue 24450. The price of one fill is the growth of the value
divided by the growth of the quantity between two messages of the same order, see map_ws_execution.
Fields§
§qty: DecimalQuantity executed so far (executedQuantity), in pieces.
value: DecimalValue executed so far, in the currency of the instrument: executionValue, else
averagePrice * executedQuantity.
Trait Implementations§
§impl Clone for Cumulative
impl Clone for Cumulative
§fn clone(&self) -> Cumulative
fn clone(&self) -> Cumulative
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreimpl Copy for Cumulative
§impl Debug for Cumulative
impl Debug for Cumulative
§impl PartialEq for Cumulative
impl PartialEq for Cumulative
impl StructuralPartialEq for Cumulative
Auto Trait Implementations§
impl Freeze for Cumulative
impl RefUnwindSafe for Cumulative
impl Send for Cumulative
impl Sync for Cumulative
impl Unpin for Cumulative
impl UnsafeUnpin for Cumulative
impl UnwindSafe for Cumulative
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
§impl<T> Instrument for T
impl<T> Instrument for T
§fn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
§fn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
§impl<T> IntoRequest<T> for T
impl<T> IntoRequest<T> for T
§fn into_request(self) -> Request<T>
fn into_request(self) -> Request<T>
Wrap the input message
T in a tonic::Request§impl<L> LayerExt<L> for L
impl<L> LayerExt<L> for L
§fn named_layer<S>(&self, service: S) -> Layered<<L as Layer<S>>::Service, S>where
L: Layer<S>,
fn named_layer<S>(&self, service: S) -> Layered<<L as Layer<S>>::Service, S>where
L: Layer<S>,
Applies the layer to a service and wraps it in [
Layered].