parse_execution_msg

Function parse_execution_msg 

Source
pub fn parse_execution_msg(
    msg: BitmexExecutionMsg,
    price_precision: u8,
) -> Option<FillReport>
Expand description

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