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parse_bar

Function parse_bar 

Source
pub fn parse_bar(
    candle: &Candle,
    bar_type: BarType,
    price_precision: u8,
    size_precision: u8,
    timestamp_on_close: bool,
    ts_init: UnixNanos,
) -> Result<Bar>
Expand description

Parses a dYdX Candle into a Nautilus [Bar].

When timestamp_on_close is true, ts_event is set to bar close time (started_at + interval). When false, uses the venue-native open time.

ยงErrors

Returns an error if OHLCV or timestamp conversion fails.