Struct CachedOrder 

pub struct CachedOrder {

    pub order_id: u64,
    pub order_id_ex: String,
    pub code: String,
    pub name: String,
    pub trd_side: i32,
    pub order_type: i32,
    pub order_status: i32,
    pub qty: f64,
    pub price: f64,
    pub fill_qty: f64,
    pub fill_avg_price: f64,
    pub create_time: String,
    pub update_time: String,
    pub last_err_msg: Option<String>,
    pub sec_market: Option<i32>,
    pub create_timestamp: Option<f64>,
    pub update_timestamp: Option<f64>,
    pub remark: Option<String>,
    pub time_in_force: Option<i32>,
    pub fill_outside_rth: Option<bool>,
    pub aux_price: Option<f64>,
    pub trail_type: Option<i32>,
    pub trail_value: Option<f64>,
    pub trail_spread: Option<f64>,
    pub currency: Option<i32>,
    pub trd_market: Option<i32>,
    pub strategy_type: Option<i32>,
    pub combo_legs: Vec<ComboLeg>,
    pub quote_id: Option<String>,
    pub backend_order_id: String,
    pub order_version: i32,
    pub exchange_code: i32,
    pub exchange: String,
    pub security_type: i32,
    pub session: Option<i32>,
    pub order_trade_time_type: Option<u32>,
    pub sub_account_id: Option<u64>,
    pub jp_acc_type: Option<i32>,
    pub is_stub: bool,
    pub is_local_order: bool,
    pub stub_inserted_at_ms: u64,
    pub is_pending_broker_confirm: bool,
}

缓存的订单 (对齐 C++ Ndt_Trd_Order 全字段)

Fields

order_id: u64

order_id_ex: String

code: String

name: String

trd_side: i32

order_type: i32

order_status: i32

qty: f64

price: f64

fill_qty: f64

fill_avg_price: f64

create_time: String

update_time: String

last_err_msg: Option<String>

sec_market: Option<i32>

create_timestamp: Option<f64>

update_timestamp: Option<f64>

remark: Option<String>

time_in_force: Option<i32>

fill_outside_rth: Option<bool>

aux_price: Option<f64>

trail_type: Option<i32>

trail_value: Option<f64>

trail_spread: Option<f64>

currency: Option<i32>

trd_market: Option<i32>

strategy_type: Option<i32>

C++ Ndt_Trd_Order.enOptionStgyType, projected in OrderData_NNToAPI as public Order.strategyType and used to override combo order display name (for example “垂直策略”) at response time.

combo_legs: Vec<ComboLeg>

C++ INNData_Trd_Order::{GetOrderComboLegList,GetHistOrderComboLegList} equivalent for current-order cache rows. History reads project directly from backend multi_leg_info; current-order reads must carry the same data through cache so order_list_query and history_order_list_query expose identical combo semantics.

quote_id: Option<String>

Backend Order.order_extra.quote_id / C++ Ndt_Trd_Order.szQuoteID.

A non-empty value marks an event-contract combo order created from an RFQ. C++ rejects single-order Normal/Cancel operations for these rows in _APIServer_Trd_Comm.cpp:910-922; the cache must retain the value so trade-write validation can enforce the same rule.

backend_order_id: String

v1.4.106 codex 0219 Finding 4 / 0226 F7: backend snapshot 字段集合.

PlaceOrder ack 后 backend 返 OrderNewRsp.order_id (= szOrderID, 服务端真实订单 id, alphanumeric 字符串). FTAPI Trd_PlaceOrder.S2C.order_id 是这个 string 的 hash (HashStrToU64 结果, 见 trade_query::hash_str_to_u64).

必填语义: ModifyOrder / CancelOrder backend req 的 order_id 字段 必须填 backend szOrderID, 不是 hash. 反模式 (v1.4.105 及以前): 没有 orderIDEx 时直接 order_id_ex.parse().unwrap_or(0) 把 hash 当 backend id 发 — backend 拒错或匹配失败.

修法 (v1.4.106 Finding 1+4): cache 存 backend_order_id (= szOrderID) 字段; trade-write handler 通过 find_order_for_trade_write lookup 拿到 ResolvedOrderContext { backend_order_id, version, exchange, exchange_code, security_type, ... } 后再发 backend req.

order_version: i32

v1.4.106 codex 0219 Finding 4: backend Order.version (proto field 21).

ModifyOrder backend OrderReplaceReq.order_version 必填 — 让 backend 能拒接收已经被其他客户端改过版本的旧请求. C++ FillModifyOrderReq:736: req.set_order_version((u32_t)order.nVersion).

exchange_code: i32

v1.4.106 codex 0219 Finding 4: backend Order.exchange_code (proto field 37).

期货所属交易所代码 (e.g. 1 = HKEX, 2 = NYSE 之类, 取值参考 NN_QotMarket). ModifyOrder / CancelOrder backend 必填 (期货必填, 股票为 0). C++ FillModifyOrderReq:773: req.set_exchange_code((u32_t)order.enMktID).

exchange: String

v1.4.106 codex 0219 Finding 4: backend Order.exchange (proto field 49).

股票所属交易所字符串 (e.g. “SEHK”, “NYSE”, “NASDAQ”). ModifyOrder / CancelOrder backend 必填. C++ FillModifyOrderReq:774: req.set_exchange(order.szExchange).

security_type: i32

v1.4.106 codex 0219 Finding 4: backend Order.security_type (proto field 29).

取值参考 backend odr_sys_cmn::SecurityType (1=COMMON, 2=OPTION, 4=FUTURES, 5=BOND). CancelOrder single 必填 (req.add_security_type(GetSecurityType(...)), C++ FillCancelOrderReq:817).

session: Option<i32>

v1.4.98 T1-8 (mobile-source-audit): 美股盘前/盘中/盘后 session 标识. proto/Trd_Common.proto:455 字段 27. 同 time_in_force / fill_outside_rth 系列, 美股 RTH/Pre-Market/After-Hours order routing 显示用.

order_trade_time_type: Option<u32>

Backend odr_sys_cmn.Order.order_trade_time_type / C++ order.enOrderTradeTimeType.

GetMaxTrdQtys real option IM side request (CMD5004) mirrors C++ NNProto_Trd_MaxQty::QueryOptionIM: when querying max qty for a modification order, the side request forwards the cached backend order’s trade-time type if it is not UNSET.

sub_account_id: Option<u64>

Backend odr_sys_cmn.Order.sub_account_id / C++ Ndt_Trd_Order.nSubAccID.

FutuJP GetMaxTrdQtys with orderID uses C++ GetSubAccID(order), which returns the cached order’s backend sub-account id directly. This is not the public jp_acc_type enum and must not be recomputed from it.

jp_acc_type: Option<i32>

v1.4.98 T1-8 (mobile-source-audit): 日本子账户类型 (security_firm=7 FutuJP 时填充). proto/Trd_Common.proto:456 字段 28. 8 enum 值: GENERAL/TOKUTEI/NISA_GENERAL/NISA_TSUMITATE 等 (per docs/reference/rest-api.md D6).

is_stub: bool

v1.4.90 S BUG-e4da-009: stub 标志。

PlaceOrder/CancelOrder handler 成功响应后立刻 upsert 一个 stub CachedOrder（v1.4.82 A2 / place_order.rs:427），让 /api/orders 0ms 可见。is_stub=true 标记此条尚未被 backend 权威列表 ack。

后续 backend query_orders 返回包含同 order_id 的 enriched 数据时， 经 merge_preserving_stubs 合并 → is_stub=false。

历史坑：v1.4.73 A1 PlaceOrder 后 spawn refresh 直接 orders.insert 整覆盖，把刚 upsert 的 stub 抹掉（race 22ms 内即清零）。 跨 v1.4.73 → v1.4.89 7 版未真修。本字段是根因修法的一部分。

is_local_order: bool

C++ Ndt_Trd_Order.bIsLocalOrder equivalent.

C++ UpdateOrderList replaces the backend list, then re-inserts rows returned by INNData_Trd_Order::GetLocalOrderList where bIsLocalOrder=true.

Refs:

• FutuOpenD/Src/NNProtoCenter/Trade/_NNProto_Trd_Comm.cpp:345-359
• FutuOpenD/Src/NNDataCenter/Trade/INNData_Trd_Order.cpp:13-31
• FutuOpenD/Src/NNProtoCenter/Trade/Operate/NNProto_Trd_OrderOpBase.cpp:95

Rust uses this narrowly for local terminal rows that C++ keeps visible after backend refresh, notably DeleteFailOrder success -> Deleted(23). It is intentionally distinct from is_stub: stubs expire by TTL, while local Deleted rows are C++ list state and must survive an empty backend refresh until a backend row with the same id replaces them.

stub_inserted_at_ms: u64

v1.4.90 S BUG-e4da-009: stub 插入时间（unix epoch ms）。

merge_preserving_stubs 用于 evict 老 stub：backend 如果连续多次 不返某 stub order_id 且 stub 已超过 LOCAL_STUB_RETENTION_TTL_MS (30s) → evict。 防止 stub 因 backend 拒单（never appear in list）永久滞留。

0 表示非 stub（与 is_stub=false 配套）。

is_pending_broker_confirm: bool

v1.4.105 BUG-v1.4.104-001 (P0): broker 异步 confirm 标志.

PlaceOrder backend 同步 ack (CMD 4701 result=0) 仅说明 backend 收到请求, 不代表 broker 真的接受订单. C++ OnOMEvent_Reply_PlaceOrder (APIServer_Trd_PlaceOrder.cpp:794) 是异步 event handler — broker 真 confirm 后才 fire set_orderid(nOrderIDHash). backend OrderNewRsp. need_op_confirm (proto field 6, default=true) 即表示 “真 broker confirm 还在路上, 等 OMEvent push (notice_type 4/5/8/100)”.

历史坑 (external reviewer BUG-v1.4.104-001 实锤): v1.4.82-104 stub 上 cache 时直接 视为已确认, 没有 broker async confirm 等待 → 三次不同订单返同 order_id_ex 时客户端看 success → 误以为生效 → 加仓重下 → 风控 auto-cancel error 10003.

语义:

• true: backend 已 ack 但 broker 未确认 — is_stub=true 时 stub 不进 /api/orders 响应 (filter), 等 push notice_type=4/5/8/100 confirm 后翻 false 才 expose. 30s 内未 confirm → cleanup task 删 stub + warn.
• false: backend 权威 / broker 已 confirm — 正常 expose 给 client. query_orders 返的所有 order 都是 false (backend list 是 broker-confirmed 的权威列表).

与 is_stub 关系:

• is_stub=true && is_pending_broker_confirm=true: 刚 PlaceOrder ack, 还没 push confirm. client 不可见 (Layer 4 filter).
• is_stub=true && is_pending_broker_confirm=false: backend need_op_confirm= false 路径 (sim 账户 / 立即生效场景). client 可见.
• is_stub=false: backend authoritative (query_orders 返 / push merge 后). is_pending_broker_confirm 必为 false. client 可见.

Trait Implementations

impl Clone for CachedOrder

fn clone(&self) -> CachedOrder

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CachedOrder

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

Formats the value using the given formatter.

impl Default for CachedOrder

fn default() -> CachedOrder

Returns the “default value” for a type.