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py_process_mass_status_for_reconciliation

nautilus_execution::python::reconciliation

Function py_process_mass_status_for_reconciliation 

Source 
pub fn py_process_mass_status_for_reconciliation(
    py: Python<'_>,
    mass_status: &Bound<'_, PyAny>,
    instrument: Py<PyAny>,
    tolerance: Option<String>,
) -> PyResult<Py<PyTuple>>
Expand description

Process fill reports from a mass status for position reconciliation.

This is the main entry point for position reconciliation. It:

  1. Extracts fills and position for the given instrument
  2. Detects position discrepancies
  3. Returns adjusted order/fill reports ready for processing