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parse_current_order_fill_report

Function parse_current_order_fill_report 

Source
pub fn parse_current_order_fill_report(
    order: &CurrentOrderSummary,
    account_id: AccountId,
    currency: Currency,
    ts_init: UnixNanos,
) -> Result<FillReport>
Expand description

Parses a Betfair CurrentOrderSummary into a Nautilus [FillReport].

Uses cumulative size_matched and average_price_matched to produce a single fill representing the total execution. Trade IDs use the format {bet_id}-{size_matched} for deterministic uniqueness.

ยงErrors

Returns an error if timestamps or decimal values cannot be parsed.