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parse_agg_trade

nautilus_binance::futures::websocket::parse

Function parse_agg_trade 

Source 
pub fn parse_agg_trade(
    msg: &BinanceFuturesAggTradeMsg,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> BinanceWsResult<TradeTick>
Expand description

Parses an aggregate trade message into a TradeTick.

ยงErrors

Returns an error if parsing fails.