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parse_order_event

Function parse_order_event 

Source
pub fn parse_order_event(
    msg: &BitmexOrderMsg,
    client_order_id: ClientOrderId,
    account_id: AccountId,
    trader_id: TraderId,
    strategy_id: StrategyId,
    ts_init: UnixNanos,
) -> Option<ParsedOrderEvent>
Expand description

Converts a full BitMEX order message into a ParsedOrderEvent for tracked orders.

Returns None for transitional statuses (PendingNew, PendingCancel, PendingReplace) and for fill-related statuses (PartiallyFilled, Filled, Rejected) that are handled through other channels (Execution table for fills, HTTP response for rejections).