parse_trade_tick

Function parse_trade_tick 

Source
pub fn parse_trade_tick(
    trade: &AxMdTrade,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<TradeTick>
Expand description

Parses an Ax trade message into a [TradeTick].

ยงErrors

Returns an error if price or quantity parsing fails.