parse_order_event

Function parse_order_event 

Source
pub fn parse_order_event(
    msg: &OKXOrderMsg,
    client_order_id: ClientOrderId,
    account_id: AccountId,
    trader_id: TraderId,
    strategy_id: StrategyId,
    instrument: &InstrumentAny,
    previous_fee: Option<Money>,
    previous_filled_qty: Option<Quantity>,
    previous_state: Option<&OrderStateSnapshot>,
    ts_init: UnixNanos,
) -> Result<ParsedOrderEvent>
Expand description

Parses an OKX order message into a specific order event.

This function determines the appropriate event type based on:

  • Current order status from OKX
  • Whether there’s a new fill
  • Whether the order was updated (price/quantity change)
  • Whether it’s an algo order that triggered

§Errors

Returns an error if parsing order identifiers or numeric fields fails.