pub fn parse_fill_report(
exec: BitmexExecution,
instrument: &InstrumentAny,
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.
Parse a BitMEX execution into a Nautilus FillReport
using instrument scaling.
§Panics
Panics if:
- Execution is missing required fields:
symbol
,order_id
,trd_match_id
,last_qty
,last_px
, ortransact_time
§Errors
Returns an error when the execution does not represent a trade or lacks required identifiers.