sig
module Side :
sig
type t = [ `bought | `sold ]
val of_string : string -> t
val to_string : t -> string
val t_of_sexp : Sexplib.Sexp.t -> Response.Execution.Side.t
val __t_of_sexp__ : Sexplib.Sexp.t -> Response.Execution.Side.t
val sexp_of_t : Response.Execution.Side.t -> Sexplib.Sexp.t
end
type t = private {
order_id : Order_id.t;
contract : Raw_contract.t;
exec_id : Execution_id.t;
time : Core.Std.Time.t;
account_code : Account_code.t;
exchange : Exchange.t;
side : Response.Execution.Side.t;
volume : Volume.t;
price : Price.t;
permanent_id : int;
client_id : Client_id.t;
liquidation : int;
cumulative_volume : Volume.t;
average_price : Price.t;
order_ref : string option;
}
val order_ref : Response.Execution.t -> string option
val average_price : Response.Execution.t -> Price.t
val cumulative_volume : Response.Execution.t -> Volume.t
val liquidation : Response.Execution.t -> int
val client_id : Response.Execution.t -> Client_id.t
val permanent_id : Response.Execution.t -> int
val price : Response.Execution.t -> Price.t
val volume : Response.Execution.t -> Volume.t
val side : Response.Execution.t -> Response.Execution.Side.t
val exchange : Response.Execution.t -> Exchange.t
val account_code : Response.Execution.t -> Account_code.t
val time : Response.Execution.t -> Core.Std.Time.t
val exec_id : Response.Execution.t -> Execution_id.t
val order_id : Response.Execution.t -> Order_id.t
module Fields :
sig
val names : string list
val order_ref :
(Response.Execution.t, string option) Fieldslib.Field.readonly_t
val average_price :
(Response.Execution.t, Price.t) Fieldslib.Field.readonly_t
val cumulative_volume :
(Response.Execution.t, Volume.t) Fieldslib.Field.readonly_t
val liquidation :
(Response.Execution.t, int) Fieldslib.Field.readonly_t
val client_id :
(Response.Execution.t, Client_id.t) Fieldslib.Field.readonly_t
val permanent_id :
(Response.Execution.t, int) Fieldslib.Field.readonly_t
val price : (Response.Execution.t, Price.t) Fieldslib.Field.readonly_t
val volume :
(Response.Execution.t, Volume.t) Fieldslib.Field.readonly_t
val side :
(Response.Execution.t, Response.Execution.Side.t)
Fieldslib.Field.readonly_t
val exchange :
(Response.Execution.t, Exchange.t) Fieldslib.Field.readonly_t
val account_code :
(Response.Execution.t, Account_code.t) Fieldslib.Field.readonly_t
val time :
(Response.Execution.t, Core.Std.Time.t) Fieldslib.Field.readonly_t
val exec_id :
(Response.Execution.t, Execution_id.t) Fieldslib.Field.readonly_t
val contract :
(Response.Execution.t, Raw_contract.t) Fieldslib.Field.readonly_t
val order_id :
(Response.Execution.t, Order_id.t) Fieldslib.Field.readonly_t
val fold :
init:'acc__ ->
order_id:('acc__ ->
(Response.Execution.t, Order_id.t)
Fieldslib.Field.readonly_t -> 'acc__) ->
contract:('acc__ ->
(Response.Execution.t, Raw_contract.t)
Fieldslib.Field.readonly_t -> 'acc__) ->
exec_id:('acc__ ->
(Response.Execution.t, Execution_id.t)
Fieldslib.Field.readonly_t -> 'acc__) ->
time:('acc__ ->
(Response.Execution.t, Core.Std.Time.t)
Fieldslib.Field.readonly_t -> 'acc__) ->
account_code:('acc__ ->
(Response.Execution.t, Account_code.t)
Fieldslib.Field.readonly_t -> 'acc__) ->
exchange:('acc__ ->
(Response.Execution.t, Exchange.t)
Fieldslib.Field.readonly_t -> 'acc__) ->
side:('acc__ ->
(Response.Execution.t, Response.Execution.Side.t)
Fieldslib.Field.readonly_t -> 'acc__) ->
volume:('acc__ ->
(Response.Execution.t, Volume.t) Fieldslib.Field.readonly_t ->
'acc__) ->
price:('acc__ ->
(Response.Execution.t, Price.t) Fieldslib.Field.readonly_t ->
'acc__) ->
permanent_id:('acc__ ->
(Response.Execution.t, int) Fieldslib.Field.readonly_t ->
'acc__) ->
client_id:('acc__ ->
(Response.Execution.t, Client_id.t)
Fieldslib.Field.readonly_t -> 'acc__) ->
liquidation:('acc__ ->
(Response.Execution.t, int) Fieldslib.Field.readonly_t ->
'acc__) ->
cumulative_volume:('acc__ ->
(Response.Execution.t, Volume.t)
Fieldslib.Field.readonly_t -> 'acc__) ->
average_price:('acc__ ->
(Response.Execution.t, Price.t)
Fieldslib.Field.readonly_t -> 'acc__) ->
order_ref:('acc__ ->
(Response.Execution.t, string option)
Fieldslib.Field.readonly_t -> 'acc__) ->
'acc__
val iter :
order_id:((Response.Execution.t, Order_id.t)
Fieldslib.Field.readonly_t -> unit) ->
contract:((Response.Execution.t, Raw_contract.t)
Fieldslib.Field.readonly_t -> unit) ->
exec_id:((Response.Execution.t, Execution_id.t)
Fieldslib.Field.readonly_t -> unit) ->
time:((Response.Execution.t, Core.Std.Time.t)
Fieldslib.Field.readonly_t -> unit) ->
account_code:((Response.Execution.t, Account_code.t)
Fieldslib.Field.readonly_t -> unit) ->
exchange:((Response.Execution.t, Exchange.t)
Fieldslib.Field.readonly_t -> unit) ->
side:((Response.Execution.t, Response.Execution.Side.t)
Fieldslib.Field.readonly_t -> unit) ->
volume:((Response.Execution.t, Volume.t) Fieldslib.Field.readonly_t ->
unit) ->
price:((Response.Execution.t, Price.t) Fieldslib.Field.readonly_t ->
unit) ->
permanent_id:((Response.Execution.t, int) Fieldslib.Field.readonly_t ->
unit) ->
client_id:((Response.Execution.t, Client_id.t)
Fieldslib.Field.readonly_t -> unit) ->
liquidation:((Response.Execution.t, int) Fieldslib.Field.readonly_t ->
unit) ->
cumulative_volume:((Response.Execution.t, Volume.t)
Fieldslib.Field.readonly_t -> unit) ->
average_price:((Response.Execution.t, Price.t)
Fieldslib.Field.readonly_t -> unit) ->
order_ref:((Response.Execution.t, string option)
Fieldslib.Field.readonly_t -> unit) ->
unit
val for_all :
order_id:((Response.Execution.t, Order_id.t)
Fieldslib.Field.readonly_t -> bool) ->
contract:((Response.Execution.t, Raw_contract.t)
Fieldslib.Field.readonly_t -> bool) ->
exec_id:((Response.Execution.t, Execution_id.t)
Fieldslib.Field.readonly_t -> bool) ->
time:((Response.Execution.t, Core.Std.Time.t)
Fieldslib.Field.readonly_t -> bool) ->
account_code:((Response.Execution.t, Account_code.t)
Fieldslib.Field.readonly_t -> bool) ->
exchange:((Response.Execution.t, Exchange.t)
Fieldslib.Field.readonly_t -> bool) ->
side:((Response.Execution.t, Response.Execution.Side.t)
Fieldslib.Field.readonly_t -> bool) ->
volume:((Response.Execution.t, Volume.t) Fieldslib.Field.readonly_t ->
bool) ->
price:((Response.Execution.t, Price.t) Fieldslib.Field.readonly_t ->
bool) ->
permanent_id:((Response.Execution.t, int) Fieldslib.Field.readonly_t ->
bool) ->
client_id:((Response.Execution.t, Client_id.t)
Fieldslib.Field.readonly_t -> bool) ->
liquidation:((Response.Execution.t, int) Fieldslib.Field.readonly_t ->
bool) ->
cumulative_volume:((Response.Execution.t, Volume.t)
Fieldslib.Field.readonly_t -> bool) ->
average_price:((Response.Execution.t, Price.t)
Fieldslib.Field.readonly_t -> bool) ->
order_ref:((Response.Execution.t, string option)
Fieldslib.Field.readonly_t -> bool) ->
bool
val exists :
order_id:((Response.Execution.t, Order_id.t)
Fieldslib.Field.readonly_t -> bool) ->
contract:((Response.Execution.t, Raw_contract.t)
Fieldslib.Field.readonly_t -> bool) ->
exec_id:((Response.Execution.t, Execution_id.t)
Fieldslib.Field.readonly_t -> bool) ->
time:((Response.Execution.t, Core.Std.Time.t)
Fieldslib.Field.readonly_t -> bool) ->
account_code:((Response.Execution.t, Account_code.t)
Fieldslib.Field.readonly_t -> bool) ->
exchange:((Response.Execution.t, Exchange.t)
Fieldslib.Field.readonly_t -> bool) ->
side:((Response.Execution.t, Response.Execution.Side.t)
Fieldslib.Field.readonly_t -> bool) ->
volume:((Response.Execution.t, Volume.t) Fieldslib.Field.readonly_t ->
bool) ->
price:((Response.Execution.t, Price.t) Fieldslib.Field.readonly_t ->
bool) ->
permanent_id:((Response.Execution.t, int) Fieldslib.Field.readonly_t ->
bool) ->
client_id:((Response.Execution.t, Client_id.t)
Fieldslib.Field.readonly_t -> bool) ->
liquidation:((Response.Execution.t, int) Fieldslib.Field.readonly_t ->
bool) ->
cumulative_volume:((Response.Execution.t, Volume.t)
Fieldslib.Field.readonly_t -> bool) ->
average_price:((Response.Execution.t, Price.t)
Fieldslib.Field.readonly_t -> bool) ->
order_ref:((Response.Execution.t, string option)
Fieldslib.Field.readonly_t -> bool) ->
bool
val to_list :
order_id:((Response.Execution.t, Order_id.t)
Fieldslib.Field.readonly_t -> 'elem__) ->
contract:((Response.Execution.t, Raw_contract.t)
Fieldslib.Field.readonly_t -> 'elem__) ->
exec_id:((Response.Execution.t, Execution_id.t)
Fieldslib.Field.readonly_t -> 'elem__) ->
time:((Response.Execution.t, Core.Std.Time.t)
Fieldslib.Field.readonly_t -> 'elem__) ->
account_code:((Response.Execution.t, Account_code.t)
Fieldslib.Field.readonly_t -> 'elem__) ->
exchange:((Response.Execution.t, Exchange.t)
Fieldslib.Field.readonly_t -> 'elem__) ->
side:((Response.Execution.t, Response.Execution.Side.t)
Fieldslib.Field.readonly_t -> 'elem__) ->
volume:((Response.Execution.t, Volume.t) Fieldslib.Field.readonly_t ->
'elem__) ->
price:((Response.Execution.t, Price.t) Fieldslib.Field.readonly_t ->
'elem__) ->
permanent_id:((Response.Execution.t, int) Fieldslib.Field.readonly_t ->
'elem__) ->
client_id:((Response.Execution.t, Client_id.t)
Fieldslib.Field.readonly_t -> 'elem__) ->
liquidation:((Response.Execution.t, int) Fieldslib.Field.readonly_t ->
'elem__) ->
cumulative_volume:((Response.Execution.t, Volume.t)
Fieldslib.Field.readonly_t -> 'elem__) ->
average_price:((Response.Execution.t, Price.t)
Fieldslib.Field.readonly_t -> 'elem__) ->
order_ref:((Response.Execution.t, string option)
Fieldslib.Field.readonly_t -> 'elem__) ->
'elem__ list
val map_poly :
([< `Read ], Response.Execution.t, 'x0) Fieldslib.Field.user ->
'x0 list
module Direct :
sig
val iter :
Response.Execution.t ->
order_id:((Response.Execution.t, Order_id.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Order_id.t -> unit) ->
contract:((Response.Execution.t, Raw_contract.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Raw_contract.t -> unit) ->
exec_id:((Response.Execution.t, Execution_id.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Execution_id.t -> unit) ->
time:((Response.Execution.t, Core.Std.Time.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Core.Std.Time.t -> unit) ->
account_code:((Response.Execution.t, Account_code.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Account_code.t -> unit) ->
exchange:((Response.Execution.t, Exchange.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Exchange.t -> unit) ->
side:((Response.Execution.t, Response.Execution.Side.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Response.Execution.Side.t -> unit) ->
volume:((Response.Execution.t, Volume.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Volume.t -> unit) ->
price:((Response.Execution.t, Price.t) Fieldslib.Field.readonly_t ->
Response.Execution.t -> Price.t -> unit) ->
permanent_id:((Response.Execution.t, int)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> int -> unit) ->
client_id:((Response.Execution.t, Client_id.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Client_id.t -> unit) ->
liquidation:((Response.Execution.t, int)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> int -> unit) ->
cumulative_volume:((Response.Execution.t, Volume.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Volume.t -> unit) ->
average_price:((Response.Execution.t, Price.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Price.t -> unit) ->
order_ref:((Response.Execution.t, string option)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> string option -> unit) ->
unit
val fold :
Response.Execution.t ->
init:'acc__ ->
order_id:('acc__ ->
(Response.Execution.t, Order_id.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Order_id.t -> 'acc__) ->
contract:('acc__ ->
(Response.Execution.t, Raw_contract.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Raw_contract.t -> 'acc__) ->
exec_id:('acc__ ->
(Response.Execution.t, Execution_id.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Execution_id.t -> 'acc__) ->
time:('acc__ ->
(Response.Execution.t, Core.Std.Time.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Core.Std.Time.t -> 'acc__) ->
account_code:('acc__ ->
(Response.Execution.t, Account_code.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Account_code.t -> 'acc__) ->
exchange:('acc__ ->
(Response.Execution.t, Exchange.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Exchange.t -> 'acc__) ->
side:('acc__ ->
(Response.Execution.t, Response.Execution.Side.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Response.Execution.Side.t -> 'acc__) ->
volume:('acc__ ->
(Response.Execution.t, Volume.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Volume.t -> 'acc__) ->
price:('acc__ ->
(Response.Execution.t, Price.t) Fieldslib.Field.readonly_t ->
Response.Execution.t -> Price.t -> 'acc__) ->
permanent_id:('acc__ ->
(Response.Execution.t, int)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> int -> 'acc__) ->
client_id:('acc__ ->
(Response.Execution.t, Client_id.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Client_id.t -> 'acc__) ->
liquidation:('acc__ ->
(Response.Execution.t, int)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> int -> 'acc__) ->
cumulative_volume:('acc__ ->
(Response.Execution.t, Volume.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Volume.t -> 'acc__) ->
average_price:('acc__ ->
(Response.Execution.t, Price.t)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> Price.t -> 'acc__) ->
order_ref:('acc__ ->
(Response.Execution.t, string option)
Fieldslib.Field.readonly_t ->
Response.Execution.t -> string option -> 'acc__) ->
'acc__
end
end
val unpickler : t Tws_prot.Unpickler.t
val pickler : t Tws_prot.Pickler.t Core.Std.Only_in_test.t
val ( = ) : t -> t -> bool
val create :
order_id:Order_id.t ->
contract:[< Security_type.t ] Contract.t ->
exec_id:Execution_id.t ->
time:Core.Std.Time.t ->
account_code:Account_code.t ->
exchange:Exchange.t ->
side:Response.Execution.Side.t ->
volume:Volume.t ->
price:Price.t ->
permanent_id:int ->
client_id:Client_id.t ->
liquidation:int ->
cumulative_volume:Volume.t ->
average_price:Price.t -> order_ref:string option -> Response.Execution.t
val contract : Response.Execution.t -> [< Security_type.t ] Contract.t
val pp : Format.formatter -> Response.Execution.t -> unit
val t_of_sexp : Sexplib.Sexp.t -> Response.Execution.t
val sexp_of_t : Response.Execution.t -> Sexplib.Sexp.t
end