derive_contract_decimal_and_increment

Function derive_contract_decimal_and_increment 

Source
pub fn derive_contract_decimal_and_increment(
    multiplier: Option<f64>,
    max_scale: u32,
) -> Result<(Decimal, Quantity)>
Expand description

Converts the BitMEX underlyingToPositionMultiplier into a normalized contract size and size increment for Nautilus instruments.

The returned decimal retains BitMEX precision (clamped to max_scale) so downstream quantity conversions stay lossless.

ยงErrors

Returns an error when the multiplier cannot be represented with the configured precision.