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parse_ticker_to_index_price

Function parse_ticker_to_index_price 

Source
pub fn parse_ticker_to_index_price(
    msg: &DeribitTickerMsg,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<IndexPriceUpdate>
Expand description

Parses a Deribit ticker message into a Nautilus IndexPriceUpdate.

ยงErrors

Returns an error if the price cannot be converted to the required precision.