Module Trading_engine.Fill

One immutable execution report accepted by the order manager.

type t = private {
  1. id : Id.Fill.t;
  2. order_id : Id.Order.t;
  3. instrument_id : Id.Instrument.t;
  4. quote_currency : string;
  5. side : Order.side;
  6. quantity : Scalar.Quantity.t;
  7. price : Scalar.Price.t;
  8. notional : Scalar.Money.t;
  9. fee : Scalar.Money.t;
  10. fee_components : Fee_schedule.calculated_component list;
  11. executed_at : Ptime.t;
  12. slice_sequence : int64;
}
val create : id:Id.Fill.t -> order_id:Id.Order.t -> instrument_id:Id.Instrument.t -> quote_currency:string -> side:Order.side -> quantity:Scalar.Quantity.t -> price:Scalar.Price.t -> fee:Scalar.Money.t -> executed_at:Ptime.t -> slice_sequence:int64 -> (t, string) Stdlib.result
val create_v9 : id:Id.Fill.t -> order_id:Id.Order.t -> instrument_id:Id.Instrument.t -> quote_currency:string -> side:Order.side -> quantity:Scalar.Quantity.t -> price:Scalar.Price.t -> fee:Scalar.Money.t -> fee_components:Fee_schedule.calculated_component list -> executed_at:Ptime.t -> slice_sequence:int64 -> (t, string) Stdlib.result
val equal : t -> t -> bool
val pp : Stdlib.Format.formatter -> t -> unit