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parse_fill_report

nautilus_polymarket::execution::parse

Function parse_fill_report 

Source 
pub fn parse_fill_report(
    trade: &PolymarketTradeReport,
    instrument_id: InstrumentId,
    account_id: AccountId,
    client_order_id: Option<ClientOrderId>,
    price_precision: u8,
    size_precision: u8,
    currency: Currency,
    taker_fee_rate: Decimal,
    fee_exponent: f64,
    ts_init: UnixNanos,
) -> Result<FillReport>
Expand description

Parses a PolymarketTradeReport into a [FillReport].

Produces one fill report for the overall trade. The trade_id is derived from the Polymarket trade ID. Commission is computed from the instrument’s effective taker fee rate, fee exponent, and fill notional.

§Errors

Returns an error if the computed commission cannot be represented as [Money].

§Panics

Panics if the trade identifiers are invalid.