parse_fill_report

Function parse_fill_report 

Source
pub fn parse_fill_report(
    msg: &OKXOrderMsg,
    instrument: &InstrumentAny,
    account_id: AccountId,
    previous_fee: Option<Money>,
    ts_init: UnixNanos,
) -> Result<FillReport>
Expand description

Parses an OKX order message into a Nautilus fill report.