Align order costs and rebalance priority with rqalpha

This commit is contained in:
boris
2026-04-22 23:36:20 -07:00
parent c85116c59d
commit ea2871a0f2
6 changed files with 436 additions and 36 deletions

View File

@@ -41,6 +41,8 @@ pub enum OrderStatus {
pub struct OrderEvent {
#[serde(with = "date_format")]
pub date: NaiveDate,
#[serde(default)]
pub order_id: Option<u64>,
pub symbol: String,
pub side: OrderSide,
pub requested_quantity: u32,
@@ -53,6 +55,8 @@ pub struct OrderEvent {
pub struct FillEvent {
#[serde(with = "date_format")]
pub date: NaiveDate,
#[serde(default)]
pub order_id: Option<u64>,
pub symbol: String,
pub side: OrderSide,
pub quantity: u32,