Function parse_instrument_msg 

pub fn parse_instrument_msg(
    msg: BitmexInstrumentMsg,
    instruments_cache: &AHashMap<Ustr, InstrumentAny>,
    ts_init: UnixNanos,
) -> Vec<Data>

Parse a BitMEX WebSocket instrument message for mark and index prices.

For index symbols (e.g., .BXBT):

• Uses the lastPrice field as the index price.
• Also emits the markPrice field (which equals lastPrice for indices).

For regular instruments:

• Uses the index_price field for index price updates.
• Uses the mark_price field for mark price updates.

Returns a Vec of Data containing mark and/or index price updates or an empty Vec if no relevant price is present.