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reconcile_order_report

Function reconcile_order_report 

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

Reconciles an order with a venue status report, generating appropriate events.

This is the core reconciliation logic that handles all order status transitions. For the higher-level wrapper that emits a venue-temporal sequence of events, use generate_reconciliation_order_events.

Returns None for pending venue states (PendingUpdate, PendingCancel) regardless of local state, since an unconfirmed amend or cancel must not drive any local mutation until the venue surfaces a confirmed status.

Returns None for a Canceled report that references a previously-promoted venue_order_id whose successor is still live in the cache (the cancel-half of a cancel-replace modify).