parse_fill_report

Function parse_fill_report 

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

Parse a dYdX Fill into a Nautilus FillReport.

ยงErrors

Returns an error if required fields are missing or invalid.