pub fn reconcile_fill_report(
order: &OrderAny,
report: &FillReport,
instrument: &InstrumentAny,
ts_now: UnixNanos,
allow_overfills: bool,
) -> Option<OrderEventAny>Expand description
Creates an OrderFilled event from a FillReport.
This is used during reconciliation when a fill report is received from the venue.
Returns None if the fill is a duplicate or would cause an overfill.