Struct OrderExecutionData 

pub struct OrderExecutionData {

    pub message_type: Option<String>,
    pub order_status: OrderStatus,
    pub execution_type: Option<ExecutionType>,
    pub order_quantity: Option<Decimal>,
    pub executed_quantity: Option<Decimal>,
    pub last_quantity: Decimal,
    pub remained_quantity: Decimal,
    pub ticker: String,
    pub class_code: String,
    pub side: OrderSide,
    pub order_type: Option<OrderType>,
    pub average_price: Option<Decimal>,
    pub order_id: Option<String>,
    pub execution_id: Option<String>,
    pub price: Decimal,
    pub currency: Option<String>,
    pub client_code: Option<String>,
    pub transaction_time: Option<DateTime<Utc>>,
    pub trade_date: Option<String>,
    pub order_number: Option<String>,
    pub accrued_coupon: Option<Decimal>,
    pub execution_value: Option<Decimal>,
    pub commission: Option<Decimal>,
    pub security_exchange: Option<String>,
}

The report inside an OrderMessage: the state of the order and the last fill.

It is the WebSocket form of crate::http::models::OrderExecutionData, with typed enums. Quantities are in pieces. Fields the broker leaves out in some messages read as 0 or None, noted per field.

• execution_type says why the message was sent. A fill has last_quantity above 0 and a trade id in execution_id.
• This struct has no field for a reject reason. The REST report has rejectReason, but the events docs do not list it among the fields of data.

Fields

message_type: Option<String>

Type of the message, as text.

order_status: OrderStatus

State of the order. Required: a message without it does not parse.

execution_type: Option<ExecutionType>

Why the message was sent.

order_quantity: Option<Decimal>

Quantity of the order, in pieces.

executed_quantity: Option<Decimal>

Executed quantity so far, in pieces.

last_quantity: Decimal

Absent in pure status messages of the current orders/events/ws channel (no fill): 0.

remained_quantity: Decimal

Remaining quantity, in pieces. 0 if the message has none.

ticker: String

Ticker. Required.

class_code: String

Class code (board). Empty text if absent.

side: OrderSide

Buy or sell. OrderSide::Unknown if absent.

order_type: Option<OrderType>

Type of the order. Types other than market and limit read as OrderType::Unknown.

average_price: Option<Decimal>

Average execution price. For repo and spread deals, the price of the first part.

order_id: Option<String>

Id of the order at the exchange.

execution_id: Option<String>

Id of the trade (fill). Set when the message reports a fill.

price: Decimal

Absent in some cancel / reject messages: 0.

currency: Option<String>

Currency.

client_code: Option<String>

Client code.

transaction_time: Option<DateTime<Utc>>

Time of the transaction (UTC). None if absent or the epoch.

trade_date: Option<String>

Trade date, kept as text. For the evening session of the derivatives market it is the date of the next session.

order_number: Option<String>

Order number.

accrued_coupon: Option<Decimal>

Accrued coupon income.

execution_value: Option<Decimal>

Volume of the trade.

commission: Option<Decimal>

Commission.

security_exchange: Option<String>

Exchange id.

Trait Implementations

impl Clone for OrderExecutionData

fn clone(&self) -> OrderExecutionData

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OrderExecutionData

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OrderExecutionData

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.