parse_derivative_ticker_msg

Function parse_derivative_ticker_msg 

Source
pub fn parse_derivative_ticker_msg(
    msg: DerivativeTickerMsg,
    instrument_id: InstrumentId,
) -> Result<Option<FundingRateUpdate>>
Expand description

Parse a derivative ticker message into a funding rate update.

ยงErrors

Returns an error if timestamp fields cannot be converted to nanoseconds or decimal conversion fails.