parse_algo_order_msg

nautilus_okx::websocket::parse

Function parse_algo_order_msg 

Source 
pub fn parse_algo_order_msg(
    msg: OKXAlgoOrderMsg,
    account_id: AccountId,
    instruments: &AHashMap<Ustr, InstrumentAny>,
    ts_init: UnixNanos,
) -> Result<ExecutionReport>
Expand description

Parses an OKX algo order message into a Nautilus execution report.

ยงErrors

Returns an error if the instrument cannot be found or if message fields fail to parse.