pub fn settle_instrument_close(
cache: &mut Cache,
close: InstrumentClose,
) -> Result<Vec<(Position, Quantity)>>Expand description
Settles every open position in the binary option named by a contract-expiration close.
The first contract-expiration close cached for the instrument is authoritative. A later close
settles any position still open on the cached terms, and a conflicting price is logged. Returns
a transient copy of each settled position, without stored history, with the quantity the
settlement closed. The list is empty when close is not a contract expiration for a cached
binary option. A position that cannot be settled is logged and skipped.
ยงErrors
Returns an error if caching the close fails.