Function from_order_trades 

pub fn from_order_trades(
    t: &OrderTrades,
    instrument: InstrumentId,
    cid: Option<ClientOrderId>,
    now: Instant,
) -> Vec<Execution>

One Execution per trade in an OrderTrades message. The stream carries no commission (zero) and no order_request_id: cid comes from the order ids the connector has seen.