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decode_execution_report

nautilus_binance::spot::websocket::trading::decode_sbe

Function decode_execution_report 

Source 
pub fn decode_execution_report(
    data: &[u8],
) -> Result<BinanceSpotExecutionReport>
Expand description

Decodes an SBE ExecutionReportEvent (template 603) into a BinanceSpotExecutionReport.

The input buffer must include the 8-byte SBE message header.

ยงErrors

Returns an error if:

  • The buffer is too short.
  • The template ID or schema ID does not match.
  • The declared block length is shorter than the minimum for the message version.
  • The price, quantity, or commission exponent is the SBE null value (-128).
  • The execution type or order side is unsupported.
  • Variable-length data is malformed.