process_mass_status_for_reconciliation

nautilus_execution::reconciliation

Function process_mass_status_for_reconciliation 

Source 
pub fn process_mass_status_for_reconciliation(
    mass_status: &ExecutionMassStatus,
    instrument: &InstrumentAny,
    tolerance: Option<Decimal>,
) -> Result<ReconciliationResult>
Expand description

Process fill reports from a mass status for position reconciliation.

This is the main entry point for position reconciliation. It:

  1. Extracts fills and position for the given instrument
  2. Detects position discrepancies
  3. Returns adjusted order/fill reports ready for processing

ยงErrors

Returns an error if synthetic report creation fails.