Function parse_candle_msg_vec 

pub fn parse_candle_msg_vec(
    data: Value,
    instrument_id: &InstrumentId,
    price_precision: u8,
    size_precision: u8,
    spec: BarSpecification,
    ts_init: UnixNanos,
) -> Result<Vec<Data>>

Parses vector of OKX candle messages into Nautilus bars.

Errors

Returns an error if candle messages cannot be deserialized or parsed.