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.