DpExchange.Core.Types.Fill (DpExchangeCore v0.3.120)

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

Functions

new(attrs)

Builds a t/0, failing closed if a required field is absent or nil.

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
}

Functions

new(attrs)

@spec new(keyword() | map()) :: t()

Builds a t/0, failing closed if a required field is absent or nil.

@enforce_keys guards presence, not nil — see DpExchange.Core.Types.Validate.

Also raises on a :side that is not :buy or :sell, and on a :liquidity that is not :maker, :taker or nil: side: :long on a fill reads as no side to a consumer matching the two the type states, and a "maker" string matches neither.

A :price of zero or less raises, as a public trade's does (Types.Trade): a match happened at a price above zero, and a 0 is a decode bug (an absent price read as a number) that would zero the order's average price in whoever sums the fills. A negative :fee stays legal, since a maker rebate is a fee the venue paid.