pub fn parse_ws_fill_report(
ws_fill: &DydxWsFillSubaccountMessageContents,
instrument_cache: &InstrumentCache,
order_id_map: &DashMap<String, (u32, u32)>,
order_contexts: &DashMap<u32, OrderContext>,
encoder: &ClientOrderIdEncoder,
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. Correlates the fill back to the
originating order using the order_id_map (built from WS order updates).
ยงErrors
Returns an error if:
- Instrument lookup fails for the market symbol.
- Field parsing fails (price, size, fee, etc.).
- HTTP parser fails.