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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,
    trade_id: TradeId,
    last_qty: Quantity,
    last_px: Price,
    ts_init: UnixNanos,
) -> Result<FillReport>
Expand description

Parses a Betfair CurrentOrderSummary into a Nautilus [FillReport].

The caller supplies an incremental quantity and price derived from the cumulative order state.

ยงErrors

Returns an error if the order timestamps cannot be parsed.