Function parse_message_vec 

pub fn parse_message_vec<T, R, F, W>(
    data: Value,
    parser: F,
    wrapper: W,
) -> Result<Vec<Data>>
where
    T: DeserializeOwned,
    F: Fn(&T) -> Result<R>,
    W: Fn(R) -> Data,

Parses vector messages from OKX WebSocket data.

Reduces code duplication by providing a common pattern for deserializing JSON arrays, parsing each message, and wrapping results in Nautilus Data enum variants.

Errors

Returns an error if the payload is not an array or if individual messages cannot be parsed.