parse_fill_report

Function parse_fill_report 

Source
pub fn parse_fill_report(
    execution: &BybitExecution,
    account_id: AccountId,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<FillReport>
Expand description

Parses a Bybit execution into a Nautilus FillReport.

ยงErrors

This function returns an error if:

  • Required price or quantity fields cannot be parsed.
  • The execution timestamp cannot be parsed.
  • Numeric conversions fail.