Implementation:Avhz RustQuant OrderType

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

Overview

Concrete tool for representing trading order types provided by the RustQuant library.

Description

The OrderType enum defines the various order types supported by the trading module, based on definitions from Interactive Brokers and NASDAQ. Six variants are available: Market executes immediately at the current bid/ask with no price protection; Limit fills only at the specified price or better; Stop submits a market order when a trigger price is reached, used to limit losses or protect profits; StopLimit submits a limit order (not a market order) when the stop trigger is hit, providing both a trigger and price ceiling/floor; TrailingStop has a stop price that trails the market by a fixed amount, rising with the market but not falling, triggering a market order when the stop is hit; TrailingStopLimit combines trailing behavior with a limit order, continuously recalculating both stop and limit prices based on user-defined offsets. The enum implements Display for uppercase string output (MARKET, LIMIT, STOP, STOP_LIMIT, TRAILING_STOP, TRAILING_STOP_LIMIT) and derives Debug, Clone, and Copy.

Usage

Use this enum when constructing Order structs to specify the execution behavior of the order, determining how and when the order interacts with the market.

Code Reference

Source Location

• Repository: RustQuant
• File: crates/RustQuant_trading/src/order_type.rs
• Lines: 1-100

Signature

#[derive(Debug, Clone, Copy)]
pub enum OrderType {
    Market,
    Limit,
    Stop,
    StopLimit,
    TrailingStop,
    TrailingStopLimit,
}

impl fmt::Display for OrderType { ... }

Import

use RustQuant::trading::OrderType;

I/O Contract

Inputs

Name	Type	Required	Description
variant	OrderType	Yes	One of: Market, Limit, Stop, StopLimit, TrailingStop, TrailingStopLimit

Outputs

Name	Type	Description
OrderType	enum	The selected order type variant
Display	String	Uppercase string: "MARKET", "LIMIT", "STOP", "STOP_LIMIT", "TRAILING_STOP", "TRAILING_STOP_LIMIT"

Usage Examples

use RustQuant::trading::OrderType;

let market = OrderType::Market;
let limit = OrderType::Limit;
let stop_limit = OrderType::StopLimit;
let trailing = OrderType::TrailingStop;

println!("{}", market);     // Output: MARKET
println!("{}", limit);      // Output: LIMIT
println!("{}", stop_limit); // Output: STOP_LIMIT
println!("{}", trailing);   // Output: TRAILING_STOP

Related Pages

• Principle:Avhz_RustQuant_Order_Management