Skip to main content

check_position_reconciliation

Function check_position_reconciliation 

Source
pub fn check_position_reconciliation(
    report: &PositionStatusReport,
    cached_signed_qty: Decimal,
    size_precision: Option<u8>,
) -> bool
Expand description

Generates the appropriate order events for an external order and order status report.

After creating an external order, we need to transition it to its actual state based on the order status report from the venue. For terminal states like Canceled/Expired/Filled, we return multiple events to properly transition