parse_trade_tick

nautilus_kraken::websocket::parse

Function parse_trade_tick 

Source 
pub fn parse_trade_tick(
    trade: &KrakenWsTradeData,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<TradeTick>
Expand description

Parses Kraken WebSocket trade data into a Nautilus trade tick.

ยงErrors

Returns an error if:

  • Price or quantity cannot be parsed.
  • Timestamp is invalid.