parse_fill_report

Function parse_fill_report 

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

Parses an Ax fill into a Nautilus [FillReport].

Note: Ax fills don’t include order ID, side, or liquidity information in the fills endpoint response, so we use default values where necessary.

§Errors

Returns an error if:

  • Price or quantity fields cannot be parsed.
  • Fee parsing fails.