parse_order_msg_vec

Function parse_order_msg_vec 

Source
pub fn parse_order_msg_vec(
    data: Vec<OKXOrderMsg>,
    account_id: AccountId,
    instruments: &AHashMap<Ustr, InstrumentAny>,
    fee_cache: &AHashMap<Ustr, Money>,
    ts_init: UnixNanos,
) -> Result<Vec<ExecutionReport>>
Expand description

Parses vector of OKX order messages into Nautilus execution reports.