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generate_reconciliation_order_snapshot_events

Function generate_reconciliation_order_snapshot_events 

Source
pub fn generate_reconciliation_order_snapshot_events(
    order: &OrderAny,
    report: &OrderStatusReport,
    instrument: Option<&InstrumentAny>,
    ts_now: UnixNanos,
) -> Vec<OrderEventAny>
Expand description

Generates reconciliation events for an authoritative venue snapshot.

Unlike generate_reconciliation_order_events, a material decrease in cumulative filled quantity is treated as evidence that previously applied fills were voided. This is intended for status reports paired with the snapshot’s fill reports, where the caller can project the full venue state before applying corrections.