Function parse_order_msg_vec 

pub fn parse_order_msg_vec(
    data: &[OKXOrderMsg],
    account_id: AccountId,
    instruments: &AHashMap<Ustr, InstrumentAny>,
    fee_cache: &mut FeeCache,
    filled_qty_cache: &mut FilledQtyCache,
    ts_init: UnixNanos,
) -> Result<Vec<ExecutionReport>>

Parses vector of OKX order messages into Nautilus execution reports.

Errors

Returns an error if any contained order messages cannot be parsed.