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generate_reconciliation_order_snapshot_events

Function generate_reconciliation_order_snapshot_events 

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

Generates reconciliation events for an authoritative venue snapshot.

Unlike generate_reconciliation_order_events, a material decrease in cumulative filled quantity is treated as evidence that previously applied fills were voided. The caller establishes snapshot freshness and applies any companion fills before generating corrections. A snapshot can correct retained fills even when it contains no new trades.