parse_trade_msg

nautilus_bitmex::websocket::parse

Function parse_trade_msg 

Source 
pub fn parse_trade_msg(
    msg: &BitmexTradeMsg,
    instrument: &InstrumentAny,
    instrument_id: InstrumentId,
    price_precision: u8,
    ts_init: UnixNanos,
) -> TradeTick
Expand description

Converts a BitMEX trade message into a TradeTick.