parse_funding_rate_msg_vec

nautilus_okx::websocket::parse

Function parse_funding_rate_msg_vec 

Source 
pub fn parse_funding_rate_msg_vec(
    data: Value,
    instrument_id: &InstrumentId,
    ts_init: UnixNanos,
    funding_cache: &mut AHashMap<Ustr, (Ustr, u64)>,
) -> Result<Vec<FundingRateUpdate>>
Expand description

Parses vector of OKX funding rate messages into Nautilus funding rate updates. Includes caching to filter out duplicate funding rates.

ยงErrors

Returns an error if any funding rate message fails to parse.