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.