create_synthetic_fill_report

nautilus_execution::reconciliation

Function create_synthetic_fill_report 

Source 
pub fn create_synthetic_fill_report(
    fill: &FillSnapshot,
    account_id: AccountId,
    instrument_id: InstrumentId,
    instrument: &InstrumentAny,
    venue_order_id: VenueOrderId,
) -> Result<FillReport>
Expand description

Create a synthetic FillReport from a FillSnapshot.

ยงErrors

Returns an error if the fill quantity or price cannot be converted.