Function parse_spread_order_msg 

pub fn parse_spread_order_msg(
    msg: &OKXSpreadOrder,
    account_id: AccountId,
    instruments: &AHashMap<Ustr, InstrumentAny>,
    filled_qty_cache: &AHashMap<Ustr, Quantity>,
    ts_init: UnixNanos,
) -> Result<ExecutionReport>

Parses a single OKX spread order message into an ExecutionReport.

Errors

Returns an error if the instrument cannot be found or if parsing the underlying order payload fails.