pub fn parse_candle_bar(
candle: &AxMdCandle,
instrument: &InstrumentAny,
ts_init: UnixNanos,
) -> Result<Bar>Expand description
Parses an Ax candle message into a [Bar].
ยงErrors
Returns an error if price or quantity parsing fails.
pub fn parse_candle_bar(
candle: &AxMdCandle,
instrument: &InstrumentAny,
ts_init: UnixNanos,
) -> Result<Bar>Parses an Ax candle message into a [Bar].
Returns an error if price or quantity parsing fails.