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adjust_fills_for_partial_window

Function adjust_fills_for_partial_window 

Source
pub fn adjust_fills_for_partial_window(
    fills: &[FillSnapshot],
    venue_position: &VenuePositionSnapshot,
    _instrument: &InstrumentAny,
    tolerance: Decimal,
) -> FillAdjustmentResult
Expand description

Adjust fills for partial reconciliation window to handle incomplete position lifecycles.

This function analyzes fills and determines if adjustments are needed when the reconciliation window doesn’t capture the complete position history (missing opening fills).

§Returns

Returns FillAdjustmentResult indicating what adjustments (if any) are needed.