create_synthetic_order_report

nautilus_execution::reconciliation

Function create_synthetic_order_report 

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

Create a synthetic OrderStatusReport from a FillSnapshot.

ยงErrors

Returns an error if the fill quantity cannot be converted to f64.