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fill_precedes_snapshot_reconciled_position

Function fill_precedes_snapshot_reconciled_position 

Source
pub fn fill_precedes_snapshot_reconciled_position(
    cache: &Cache,
    report: &FillReport,
) -> bool
Expand description

Returns whether report predates an open position for its instrument and account that a synthetic reconciliation order opened and that does not hold the fill’s trade.

The venue position report behind such a position already includes the fill, so applying it to the position would count the execution twice.