parse_futures_fill_report

Function parse_futures_fill_report 

Source
pub fn parse_futures_fill_report(
    fill: &FuturesFill,
    instrument: &InstrumentAny,
    account_id: AccountId,
    ts_init: UnixNanos,
) -> Result<FillReport>
Expand description

Parses a Kraken futures fill into a Nautilus FillReport.

ยงErrors

Returns an error if fill ID, quantities, or prices cannot be parsed.