pub fn parse_fill_report(
fill: &AxFill,
account_id: AccountId,
instrument: &InstrumentAny,
ts_init: UnixNanos,
) -> Result<FillReport>Expand description
Parses an Ax fill into a Nautilus [FillReport].
AX may omit an order ID for block trades and final settlement fills. Those records receive a deterministic reconciliation ID derived from the trade ID. The special-fill classifications are optional for regular fills with an order ID.
ยงErrors
Returns an error if:
- Price or quantity fields cannot be parsed.
- Fee parsing fails.
- Fill classification is inconsistent.
- A fill is neither explicitly special nor linked to a valid order ID.