pub fn inferred_fill_price_and_liquidity(
order: &OrderAny,
report: &OrderStatusReport,
instrument: &InstrumentAny,
) -> Option<(Price, LiquiditySide)>Expand description
Resolves the price and liquidity side that an inferred fill will carry.
Callers that need the venue commission for an inferred fill resolve these values first, so the price and liquidity rules stay defined here rather than being restated at each call site.
Returns None when no fill price can be determined from the order, report, or instrument.