parse_spot_trades_sbe

nautilus_binance::common::parse

Function parse_spot_trades_sbe 

Source 
pub fn parse_spot_trades_sbe(
    trades: &BinanceTrades,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<Vec<TradeTick>>
Expand description

Parses Binance SBE trades into Nautilus TradeTick objects.

Uses mantissa/exponent encoding from SBE to construct proper Price and Quantity.

ยงErrors

Returns an error if any trade cannot be parsed.