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parse_candle_bar

Function parse_candle_bar 

Source
pub fn parse_candle_bar(
    bar_type: BarType,
    instrument: &InstrumentAny,
    candle: &DydxCandle,
    timestamp_on_close: bool,
    ts_init: UnixNanos,
) -> DydxWsResult<Bar>
Expand description

Parses a single candle into a [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/timestamp parsing fails.