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parse_fill_report

nautilus_bitmex::http::parse

Function parse_fill_report 

Source 
pub fn parse_fill_report(
    exec: &BitmexExecution,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<FillReport>
Expand description

Parse a BitMEX execution into a Nautilus FillReport.

§Errors

Currently this function does not return errors as all fields are handled gracefully, but returns Result for future error handling compatibility.

Parse a BitMEX execution into a Nautilus FillReport using instrument scaling.

§Errors

Returns an error when the execution does not represent a trade or lacks required identifiers.