parse_ws_fill_report

nautilus_hyperliquid::websocket::parse

Function parse_ws_fill_report 

Source 
pub fn parse_ws_fill_report(
    fill: &WsFillData,
    instrument: &InstrumentAny,
    account_id: AccountId,
    ts_init: UnixNanos,
) -> Result<FillReport>
Expand description

Parses a WebSocket fill message into a [FillReport].

This converts Hyperliquid fill data from WebSocket user events into Nautilus fill reports.