DpExchange.Core.Types.Fill (DpExchangeCore v0.1.1)

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Normalised order fill — a partial or complete execution of the caller's own order.

One fill is a single match against the book; a single order may produce many fills, so a caller reconstructing an order's economics sums its fills rather than reading any one of them.

Distinct from DpExchange.Core.Types.Trade, which is the public tape.

:timestamp is the venue's own, used as-is.

Summary

Types

liquidity()
t()

Types

liquidity()

@type liquidity() :: :maker | :taker | nil

t()

@type t() :: %DpExchange.Core.Types.Fill{
  fee: Decimal.t() | nil,
  fee_currency: String.t() | nil,
  liquidity: liquidity(),
  order_id: String.t(),
  price: Decimal.t(),
  provider: atom() | String.t(),
  quantity: Decimal.t(),
  side: :buy | :sell,
  symbol: String.t(),
  timestamp: DateTime.t(),
  trade_id: String.t() | nil
}