parse_trades_data

nautilus_deribit::websocket::parse

Function parse_trades_data 

Source 
pub fn parse_trades_data(
    trades: Vec<DeribitTradeMsg>,
    instruments_cache: &AHashMap<Ustr, InstrumentAny>,
    ts_init: UnixNanos,
) -> Vec<Data>
Expand description

Parses a vector of Deribit trade messages into Nautilus Data items.