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.