normalize_trade_bin_prices

Function normalize_trade_bin_prices 

Source
pub fn normalize_trade_bin_prices(
    open: Price,
    high: Price,
    low: Price,
    close: Price,
    symbol: &Ustr,
    bar_type: Option<&BarType>,
) -> (Price, Price, Price, Price)
Expand description

Normalizes the OHLC values reported by BitMEX trade bins to ensure high >= max(open, close) and low <= min(open, close).

ยงPanics

Panics if the price array is empty. This should never occur because the caller always supplies four price values (open/high/low/close).