parse_fill_report

nautilus_bitmex::http::parse

Function parse_fill_report 

Source 
pub fn parse_fill_report(
    exec: BitmexExecution,
    price_precision: u8,
    ts_init: UnixNanos,
) -> Result<FillReport>
Expand description

Parse a BitMEX execution into a Nautilus FillReport.

§Errors

Currently this function does not return errors as all fields are handled gracefully, but returns Result for future error handling compatibility.

§Panics

Panics if:

  • Execution is missing required fields: symbol, order_id, trd_match_id, last_qty, last_px, or transact_time