parse_futures_instrument

Function parse_futures_instrument 

Source
pub fn parse_futures_instrument(
    instrument: &FuturesInstrument,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> Result<InstrumentAny>
Expand description

Parses a Kraken futures instrument definition into a Nautilus crypto perpetual instrument.

ยงErrors

Returns an error if:

  • Tick size cannot be parsed as a valid price.
  • Contract size cannot be parsed as a valid quantity.
  • Currency codes are invalid.