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.