pub fn parse_cfm_margin_balances(
summary: &CfmBalanceSummary,
) -> Result<Vec<MarginBalance>>Expand description
Parses a CFM balance summary into a single consolidated [MarginBalance].
Coinbase reports two windows (intraday and overnight) with identical
currency, but MarginAccount::split_event_margins keys account-level
margins by currency only, so emitting both would have one overwrite the
other. Selecting per-field maxima could synthesize a pair that matches
neither window, so we pick the whole window with the larger
initial_margin (ties broken by maintenance_margin) and emit its pair
verbatim; the stricter capital requirement governs risk.
ยงErrors
Returns an error when any balance cannot be built as [Money].