parse_trade_tick_from_array

Function parse_trade_tick_from_array 

Source
pub fn parse_trade_tick_from_array(
    trade_array: &[Value],
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<TradeTick>
Expand description

Parses a Kraken trade array into a Nautilus trade tick.

The Kraken API returns trades as arrays: [price, volume, time, side, type, misc, trade_id]

ยงErrors

Returns an error if:

  • Price or volume cannot be parsed.
  • Timestamp is invalid.
  • Trade ID is invalid.