parse_ws_fill_report

Function parse_ws_fill_report 

Source
pub fn parse_ws_fill_report(
    ws_fill: &DydxWsFillSubaccountMessageContents,
    instruments: &DashMap<InstrumentId, InstrumentAny>,
    account_id: AccountId,
    ts_init: UnixNanos,
) -> Result<FillReport>
Expand description

Parses a WebSocket fill update into a FillReport.

Converts the WebSocket fill format to the HTTP Fill format, then delegates to the existing HTTP parser for consistency.

ยงErrors

Returns an error if:

  • Instrument lookup fails for the market symbol
  • Field parsing fails (price, size, fee, etc.)
  • HTTP parser fails