Module order 

Orders: broker messages -> OrderSnapshot.

Structs

OrderParts

What every order message (unary state, placement response, stream update) has in common.

Functions

direction

[Side] to broker direction.

order_type

ORDER_TYPE_BESTPRICE has no counterpart in the domain model and reads as market.

parts_from_post

PostOrder / ReplaceOrder response.

parts_from_state

GetOrderState / GetOrders.

parts_from_stream

OrderStateStream update. order_price is taken as the price of one instrument (the docs do not say; for our own orders the price we sent wins, see UdCore).

side

Broker direction to [Side]. Anything but sell reads as buy.

snapshot

An [OrderSnapshot] from the parts of any order message.

state

The order state of a status report.

wire_order_type

[OrderType] to broker order type (limit or market).