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parse_spread_order_event

Function parse_spread_order_event 

Source
pub fn parse_spread_order_event(
    msg: &OKXSpreadOrder,
    client_order_id: ClientOrderId,
    account_id: AccountId,
    trader_id: TraderId,
    strategy_id: StrategyId,
    instrument: &InstrumentAny,
    previous_filled_qty: Option<Quantity>,
    previous_state: Option<&OrderStateSnapshot>,
    ts_init: UnixNanos,
) -> Result<ParsedOrderEvent>
Expand description

Parses an OKX spread order message into a specific order event.

ยงErrors

Returns an error if parsing order identifiers or numeric fields fails.