Function parse_execution_msg 

pub fn parse_execution_msg(
    msg: BitmexExecutionMsg,
    instrument: &InstrumentAny,
) -> Option<FillReport>

Parse a BitMEX WebSocket execution message into a Nautilus FillReport.

Panics

Panics if required fields are missing or invalid.

References

https://www.bitmex.com/app/wsAPI#Execution