I would take her straight to an avian vet. The same thing happened Noah once and it turned out he had a very serious viral infection at the back of his eye called uveitis which if left untreated would have caused him to lose his eye. The thing with birds is that they will never show you they are sick unless it's already at an advanced stage and they really can't hide it anymore. This is a natural protective instinct they have so that they don't get pushed out or picked on by other flock members.
The eye should not be closed like that.