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.