parse_ws_message_data

Function parse_ws_message_data 

Source
pub fn parse_ws_message_data(
    channel: &OKXWsChannel,
    data: Value,
    instrument_id: &InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
    funding_cache: &mut AHashMap<Ustr, (Ustr, u64)>,
) -> Result<Option<NautilusWsMessage>>
Expand description

Parses OKX WebSocket message payloads into Nautilus data structures.

§Errors

Returns an error if the payload cannot be deserialized or if downstream parsing routines fail.

§Panics

Panics only in the case where okx_channel_to_bar_spec(channel) returns None after a prior is_some check – an unreachable scenario indicating a logic error.