Implementation:Avhz RustQuant Order

Knowledge Sources	RustQuant
Domains	Order_Management, Quantitative_Finance
Last Updated	2026-02-07 19:00 GMT

Overview

Concrete tool for representing trading orders in a limit order book provided by the RustQuant library.

Description

The Order struct models a single order in a limit order book with comprehensive fields covering general information (order ID as OrderID type alias for u64, symbol ID, order type, and order side), price information (price and stop price as f64), quantity information (total quantity, executed quantity, and leaves/remaining quantity as u64), and time information (time-in-force policy and timestamp via OffsetDateTime). The struct provides getter methods for all fields: id(), symbol_id(), order_type(), order_side(), price(), stop_price(), quantity(), executed_quantity(), leaves_quantity(), time_in_force(), and timestamp(). It implements Display for formatted string output showing all order parameters, and a validate() method stub for future order validation logic. The struct derives Debug, Clone, and Copy.

Usage

Use this struct when constructing orders to be placed into an OrderBook, whether for live trading simulation, backtesting, or market microstructure research requiring detailed order-level tracking.

Code Reference

Source Location

• Repository: RustQuant
• File: crates/RustQuant_trading/src/order.rs
• Lines: 1-191

Signature

pub type OrderID = u64;

#[derive(Debug, Clone, Copy)]
pub struct Order {
    pub id: OrderID,
    pub symbol_id: u32,
    pub order_type: OrderType,
    pub order_side: OrderSide,
    pub price: f64,
    pub stop_price: f64,
    pub quantity: u64,
    pub executed_quantity: u64,
    pub leaves_quantity: u64,
    pub time_in_force: OrderTimeInForce,
    pub timestamp: OffsetDateTime,
}

impl Order {
    pub fn validate(&self);
    pub fn id(&self) -> u64;
    pub fn symbol_id(&self) -> u32;
    pub fn order_type(&self) -> &OrderType;
    pub fn order_side(&self) -> &OrderSide;
    pub fn price(&self) -> f64;
    pub fn stop_price(&self) -> f64;
    pub fn quantity(&self) -> u64;
    pub fn executed_quantity(&self) -> u64;
    pub fn leaves_quantity(&self) -> u64;
    pub fn time_in_force(&self) -> &OrderTimeInForce;
    pub fn timestamp(&self) -> OffsetDateTime;
}

Import

use RustQuant::trading::{Order, OrderID};

I/O Contract

Inputs

Name	Type	Required	Description
id	OrderID (u64)	Yes	Unique order identifier
symbol_id	u32	Yes	Identifier for the traded symbol/instrument
order_type	OrderType	Yes	Type of order (Market, Limit, Stop, etc.)
order_side	OrderSide	Yes	Side of the book (BID or ASK)
price	f64	Yes	Order price
stop_price	f64	Yes	Stop trigger price (for stop orders)
quantity	u64	Yes	Total order quantity
executed_quantity	u64	Yes	Number of shares already executed
leaves_quantity	u64	Yes	Remaining quantity to be filled
time_in_force	OrderTimeInForce	Yes	Order lifespan policy (GTC, IOC, FOK, AON)
timestamp	OffsetDateTime	Yes	Time the order was placed

Outputs

Name	Type	Description
Order	struct	A complete order representation for use in an order book
Display	String	Formatted string showing all order fields

Usage Examples

use RustQuant::trading::{Order, OrderType, OrderSide, OrderTimeInForce};
use time::OffsetDateTime;

let order = Order {
    id: 12345,
    symbol_id: 1,
    order_type: OrderType::Limit,
    order_side: OrderSide::BID,
    price: 150.50,
    stop_price: 0.0,
    quantity: 100,
    executed_quantity: 0,
    leaves_quantity: 100,
    time_in_force: OrderTimeInForce::GoodTillCancelled,
    timestamp: OffsetDateTime::now_utc(),
};

assert_eq!(order.id(), 12345);
assert_eq!(order.quantity(), 100);
println!("{}", order);

Related Pages

• Principle:Avhz_RustQuant_Order_Management