parse_order_msg

Function parse_order_msg 

Source
pub fn parse_order_msg(
    msg: &OKXOrderMsg,
    account_id: AccountId,
    instruments: &AHashMap<Ustr, InstrumentAny>,
    fee_cache: &AHashMap<Ustr, Money>,
    filled_qty_cache: &AHashMap<Ustr, Quantity>,
    ts_init: UnixNanos,
) -> Result<ExecutionReport>
Expand description

Parses a single OKX order message into an ExecutionReport.

ยงErrors

Returns an error if the instrument cannot be found or if parsing the underlying order payload fails.