parse_index_instrument

Function parse_index_instrument 

Source
pub fn parse_index_instrument(
    definition: &BitmexInstrument,
    ts_init: UnixNanos,
) -> Result<InstrumentAny>
Expand description

Parse a BitMEX index instrument into a Nautilus InstrumentAny.

Index instruments are parsed as perpetuals with minimal fields to support price update lookups in the WebSocket.

ยงErrors

Returns an error if values are out of valid range or cannot be parsed.