parse_trade_bin_msg_vec

nautilus_bitmex::websocket::parse

Function parse_trade_bin_msg_vec 

Source 
pub fn parse_trade_bin_msg_vec(
    data: Vec<BitmexTradeBinMsg>,
    topic: BitmexWsTopic,
    instruments: &AHashMap<Ustr, InstrumentAny>,
    ts_init: UnixNanos,
) -> Vec<Data>
Expand description

Converts aggregated trade-bin messages into Nautilus data events.