Enum Quantity 

pub enum Quantity {
    Absolute(String),
    PercentageOfPositionAtTrigger(String),
    PercentageOfPositionAtSubmission(String),
    OrderLink,
    FilledOrderLink,
}

Defines how the quantity for a conditional order should be determined.

This enum provides flexible quantity specification for conditional orders, supporting both absolute quantities and dynamic quantities based on position size or linked orders.

Variants

• Absolute: Fixed quantity specified as a string
• PercentageOfPositionAtTrigger: fraction (0,1] of position size when triggered
• PercentageOfPositionAtSubmission: fraction (0,1] of position size when submitted
• OrderLink: reserved — rejected with OrderLinkQuantityNotSupported (133)
• FilledOrderLink: reserved — rejected with OrderLinkQuantityNotSupported (133)

Field Aliases

All variants support compact aliases:

• Absolute: "quantity" or "q"
• PercentageOfPositionAtTrigger: "quantity_percentage_of_position_at_trigger" or "qppat"
• PercentageOfPositionAtSubmission: "quantity_percentage_of_position_at_submission" or "qppas"
• OrderLink: "quantity_order_link" or "qol"
• FilledOrderLink: "quantity_filled_order_link" or "qfol"

Use Cases

Fixed Size Trading

use types::api::submit_order::Quantity;

// Trade exactly 1.5 BTC
let fixed_qty = Quantity::Absolute("1.5".to_string());

Position-Based Trading

use types::api::submit_order::Quantity;

// Close 50% of position when triggered
let half_position = Quantity::PercentageOfPositionAtTrigger("0.5".to_string());

Order Linking

use types::api::submit_order::Quantity;

// Match the quantity of a linked parent order
let linked_qty = Quantity::OrderLink;

JSON Examples

// Fixed quantity
{"quantity": "1.5"}
{"q": "1.5"}

// Percentage-based
{"quantity_percentage_of_position_at_trigger": "0.25"}
{"qppat": "0.25"}

// Order linking
{"quantity_order_link": null}
{"qol": null}

Variants

Absolute(String)

A fixed absolute quantity specified as a string.

This represents the exact size of the order, specified in the base asset. The quantity must be a valid decimal number and will be validated against market-specific constraints (minimum size, tick size, etc.).

Examples

• Absolute("1.5") for 1.5 BTC
• Absolute("100.0") for 100 shares
• Absolute("0.001") for 0.001 ETH

Validation

• Must be a positive decimal number
• Must meet market minimum and maximum size requirements
• Must conform to market quantity precision rules

PercentageOfPositionAtTrigger(String)

A percentage of the current position size calculated when the trigger activates.

The actual quantity is determined by taking the specified percentage of the position size at the moment the conditional trigger is activated. This allows for dynamic position sizing that adapts to position changes over time.

Behavior

• Position size is evaluated when the trigger condition is met
• Percentage is applied to the absolute value of the position
• If position is zero when triggered, the order will be canceled or rejected

Format

Percentage should be expressed as a decimal (e.g., “0.25” for 25%, “1.0” for 100%)

Examples

• PercentageOfPositionAtTrigger("0.5") closes 50% of position when triggered
• PercentageOfPositionAtTrigger("0.25") closes 25% of position when triggered

Use Cases

• Partial profit taking on winning positions
• Gradual position reduction strategies
• Risk management with position-proportional stops

PercentageOfPositionAtSubmission(String)

A percentage of the position size calculated when the order is first submitted.

The actual quantity is determined by taking the specified percentage of the position size at the moment the conditional order is created and submitted. This provides a fixed quantity based on the initial position state.

Behavior

• Position size is evaluated when the order is first submitted
• Percentage is applied to the absolute value of the position at submission time
• Quantity remains fixed even if position size changes before trigger

Format

Percentage should be expressed as a decimal (e.g., “0.25” for 25%, “1.0” for 100%)

Examples

• PercentageOfPositionAtSubmission("0.5") uses 50% of position at order creation
• PercentageOfPositionAtSubmission("1.0") uses 100% of position at order creation

Use Cases

• Fixed stop-loss size determined at order creation
• Strategies where quantity should not change with position variations
• Backtesting scenarios requiring consistent quantity calculation

OrderLink

Uses the original quantity of a linked parent order.

This variant creates a dependency on another order, using its original order quantity (not the filled quantity) for this conditional order. The linked order must be specified through the order linking fields in the Conditional struct.

Requirements

• Must specify either order_linked_activation_client_order_id or order_linked_activation_order_id
• Must specify order_linked_activation_fill_quantity as a threshold
• The linked order must exist and be valid

Behavior

• Uses the total original quantity of the linked order
• Activates when the linked order reaches the specified fill threshold
• Quantity is determined by the linked order’s original size

Use Cases

• Bracket orders where stop-loss matches entry order size
• Parent-child order strategies
• Automatic hedging with matching quantities

FilledOrderLink

Uses the filled quantity of a linked parent order.

This variant uses the actual filled (executed) quantity of a linked parent order rather than its original order quantity. This is useful when you want the conditional order quantity to match only what was actually executed.

Requirements

• Must specify either order_linked_activation_client_order_id or order_linked_activation_order_id
• Must specify order_linked_activation_fill_quantity as a threshold
• The linked order must have some filled quantity

Behavior

• Uses the actual filled quantity of the linked order at trigger time
• Activates when the linked order reaches the specified fill threshold
• Quantity adapts to partial fills of the parent order

Use Cases

• Stop-loss orders that match actual executed quantity (not original order size)
• Partial fill scenarios where conditional orders should scale accordingly
• Risk management where exposure equals actual executed size

Trait Implementations

impl Clone for Quantity

fn clone(&self) -> Quantity

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Quantity

fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error>

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Quantity

fn deserialize<__D>( __deserializer: __D, ) -> Result<Quantity, <__D as Deserializer<'de>>::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for Quantity

fn serialize<__S>( &self, __serializer: __S, ) -> Result<<__S as Serializer>::Ok, <__S as Serializer>::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.