parse_ws_asset_context

nautilus_hyperliquid::websocket::parse

Function parse_ws_asset_context 

Source 
pub fn parse_ws_asset_context(
    ctx: &WsActiveAssetCtxData,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<(MarkPriceUpdate, Option<IndexPriceUpdate>, Option<FundingRateUpdate>)>
Expand description

Parses a WebSocket ActiveAssetCtx message into mark price, index price, and funding rate updates.

This converts Hyperliquid asset context data into Nautilus price and funding rate updates. Returns a tuple of (MarkPriceUpdate, Option<IndexPriceUpdate>, Option<FundingRateUpdate>). Index price and funding rate are only present for perpetual contracts.