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make_fill_report

nautilus_betfair::stream::parse

Function make_fill_report 

Source 
pub fn make_fill_report(
    account_id: AccountId,
    instrument_id: InstrumentId,
    venue_order_id: VenueOrderId,
    trade_id: TradeId,
    order_side: OrderSide,
    last_qty: Quantity,
    last_px: Price,
    currency: Currency,
    client_order_id: Option<ClientOrderId>,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> FillReport
Expand description

Creates a [FillReport] for a Betfair order fill.

Betfair charges commission on net winnings, not per-fill, so commission is set to zero. The liquidity_side is unknown from the stream.