parse_ws_bar

Function parse_ws_bar 

Source
pub fn parse_ws_bar(
    ohlc: &KrakenWsOhlcData,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<Bar>
Expand description

Parses Kraken WebSocket OHLC data into a Nautilus bar.

The bar’s ts_event is computed as interval_begin + interval minutes.

§Errors

Returns an error if:

  • Price or quantity values cannot be parsed.
  • The interval cannot be converted to a valid bar specification.