pub fn open_orders_delta(
delta: &KrakenFuturesOpenOrdersDelta,
state: &WsDispatchState,
emitter: &ExecutionEventEmitter,
instruments: &Arc<AtomicMap<InstrumentId, InstrumentAny>>,
truncated_id_map: &Arc<AtomicMap<String, ClientOrderId>>,
order_instrument_map: &Arc<AtomicMap<String, InstrumentId>>,
venue_client_map: &Arc<AtomicMap<String, ClientOrderId>>,
venue_order_qty: &Arc<AtomicMap<String, Quantity>>,
account_id: AccountId,
ts_init: UnixNanos,
)Expand description
Dispatches a Kraken Futures OpenOrdersDelta message.
Fill-driven cancel deltas (is_cancel=true with reason full_fill) are
skipped - the corresponding FillsDelta carries the real fill, so emitting
a synthetic Canceled here would race with the genuine OrderFilled.
Part-fill removals (is_cancel=true with reason partial_fill) discard the
order’s remainder and are terminal: they close the order only once the
fills feed has accounted the removal’s cumulative filled, so a fill still
in flight is never orphaned.