parse_trade_bin_msg

Function parse_trade_bin_msg 

Source
pub fn parse_trade_bin_msg(
    msg: &BitmexTradeBinMsg,
    topic: &BitmexWsTopic,
    instrument: &InstrumentAny,
    instrument_id: InstrumentId,
    price_precision: u8,
    ts_init: UnixNanos,
) -> Bar
Expand description

Converts a BitMEX trade-bin summary into a Bar for the matching topic.