parse_instrument_any

nautilus_dydx::http::parse

Function parse_instrument_any 

Source 
pub fn parse_instrument_any(
    definition: &PerpetualMarket,
    maker_fee: Option<Decimal>,
    taker_fee: Option<Decimal>,
    ts_init: UnixNanos,
) -> Result<InstrumentAny>
Expand description

Parses a dYdX perpetual market into a Nautilus [InstrumentAny].

dYdX v4 only supports perpetual markets, so this function creates a [CryptoPerpetual] instrument with the appropriate fields mapped from the dYdX market definition.

ยงErrors

Returns an error if:

  • Ticker format is invalid (not BASE-QUOTE).
  • Required fields are missing or invalid.
  • Price or quantity values cannot be parsed.
  • Currency parsing fails.
  • Margin fractions are out of valid range.

Note: Callers should pre-filter inactive markets using is_market_active.