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parse_spread_fill_report

Function parse_spread_fill_report 

Source
pub fn parse_spread_fill_report(
    detail: &OKXSpreadTrade,
    account_id: AccountId,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> Result<FillReport>
Expand description

Parses an OKX spread trade into a Nautilus [FillReport].

ยงErrors

Returns an error if the trade quantity, price, or fee cannot be parsed.