parse_deribit_instrument_any

Function parse_deribit_instrument_any 

Source
pub fn parse_deribit_instrument_any(
    instrument: &DeribitInstrument,
    ts_init: UnixNanos,
    ts_event: UnixNanos,
) -> Result<Option<InstrumentAny>>
Expand description

Parses a Deribit instrument into a Nautilus InstrumentAny.

Returns Ok(None) for unsupported instrument types (e.g., combos).

ยงErrors

Returns an error if:

  • Required fields are missing (e.g., strike price for options)
  • Timestamp conversion fails
  • Decimal conversion fails for fees