pub fn parse_ws_fill_report_fast(
execution: &BybitWsAccountExecutionFast,
account_id: AccountId,
instrument: &InstrumentAny,
venue_position_id: Option<PositionId>,
ts_init: UnixNanos,
) -> Result<FillReport>Expand description
Parses a fast-stream WebSocket execution payload into a [FillReport].
The execution.fast channel omits fee and exec-type fields, so the resulting
report carries zero commission. Liquidity side is derived from the payload’s
isMaker flag. Pair with the standard execution channel if exact fee data
is required.
venue_position_id should be supplied for tracked hedge-mode orders so the
emitted report carries the long/short position identity that the standard
channel preserves via OrderFilled.
§Errors
Returns an error if price or quantity fields cannot be parsed or timestamps are invalid.