Struct mango_v4::state::Order

source · [−]

pub struct Order {
    pub side: Side,
    pub max_base_lots: i64,
    pub max_quote_lots: i64,
    pub client_order_id: u64,
    pub reduce_only: bool,
    pub time_in_force: u16,
    pub self_trade_behavior: SelfTradeBehavior,
    pub params: OrderParams,
}

Expand description

Perp order parameters

Fields

side: Sidemax_base_lots: i64

Max base lots to buy/sell.

max_quote_lots: i64

Max quote lots to pay/receive (not taking fees into account).

client_order_id: u64

Arbitrary user-controlled order id.

reduce_only: bool

Reduce only

time_in_force: u16

Number of seconds the order shall live, 0 meaning forever

self_trade_behavior: SelfTradeBehavior

Configure how matches with order of the same owner are handled

params: OrderParams

Order type specific params

Implementations

impl Order

pub fn tif_from_expiry(expiry_timestamp: u64) -> Option<u16>

Convert an input expiry timestamp to a time_in_force value

pub fn needs_penalty_fee(&self) -> bool

Should this order be penalized with an extra fee?

Some programs opportunistically call ioc orders, wasting lots of compute. This is intended to encourage people to be smarter about it.

pub fn is_post_only(&self) -> bool

Is this order required to be posted to the orderbook? It will fail if it would take.

pub fn post_target(&self) -> Option<BookSideOrderTree>

Order tree that this order should be added to

pub fn price(
    &self,
    now_ts: u64,
    oracle_price_lots: i64,
    order_book: &Orderbook<'_>
) -> Result<(i64, u64)>

Compute the price_lots this order is currently at, as well as the price_data that would be stored in its OrderTree node if the order is posted to the orderbook.

pub fn peg_limit(&self) -> i64

pegging limit for oracle peg orders, otherwise -1

Auto Trait Implementations

impl RefUnwindSafe for Order

impl Send for Order

impl Sync for Order

impl Unpin for Order

impl UnwindSafe for Order

Blanket Implementations

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