Skip to main content

parse_trade_tick

Function parse_trade_tick 

Source
pub fn parse_trade_tick(
    trade: &Trade,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> Result<TradeTick>
Expand description

Parses a dYdX Trade into a Nautilus [TradeTick].

ยงErrors

Returns an error if price, size, or timestamp conversion fails.