pub fn parse_trades_event(
event: &TradesStreamEvent,
instrument: &InstrumentAny,
) -> Vec<Data>Expand description
Parses a trades stream event into a vector of TradeTick.
pub fn parse_trades_event(
event: &TradesStreamEvent,
instrument: &InstrumentAny,
) -> Vec<Data>Parses a trades stream event into a vector of TradeTick.