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parse_order_msg

Function parse_order_msg 

Source
pub fn parse_order_msg(
    msg: &BitmexOrderMsg,
    instrument: &InstrumentAny,
    order_type_cache: &mut AHashMap<ClientOrderId, OrderType>,
    ts_init: UnixNanos,
) -> Result<OrderStatusReport>
Expand description

Parse a BitMEX WebSocket order message into a Nautilus OrderStatusReport.

§References

https://www.bitmex.com/app/wsAPI#Order

§Errors

Returns an error if the time in force conversion fails.