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