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generate_reconciliation_order_snapshot_events_with_commission

nautilus_execution::reconciliation

Function generate_reconciliation_order_snapshot_events_with_commission 

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

Generates reconciliation events for an authoritative venue snapshot with an inferred-fill commission supplied by the responsible execution client.