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).