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parse_fill_report

Function parse_fill_report 

Source
pub fn parse_fill_report(
    fill: &Fill,
    instrument: &InstrumentAny,
    account_id: AccountId,
    ts_init: UnixNanos,
) -> Result<FillReport>
Expand description

Parses a Coinbase Fill into a [FillReport].

Commission currency defaults to the instrument’s quote currency, which matches how Coinbase reports fees for spot products. Negates the fee sign to follow the Nautilus convention where commissions are positive when paid by the taker.

§Errors

Returns an error when the price or size cannot be parsed, or the commission cannot be converted to Money.