Functionsยง
- parse_
bar_ msg - parse_
book_ change_ msg_ as_ deltas - Parse a book change message into order book deltas, returning an error if timestamps invalid. Parse a book change message into order book deltas.
- parse_
book_ level - Parse a single book level into an order book delta.
- parse_
book_ msg_ as_ deltas - Parse raw book levels into order book deltas, returning error for invalid timestamps. Parse raw book levels into order book deltas.
- parse_
book_ snapshot_ msg_ as_ deltas - Parse a book snapshot message into order book deltas, returning an error if timestamps invalid. Parse a book snapshot message into order book deltas.
- parse_
book_ snapshot_ msg_ as_ quote - Parse a book snapshot message into a quote tick, returning an error on invalid data. Parse a book snapshot message into a quote tick.
- parse_
derivative_ ticker_ msg - Parse a derivative ticker message into a funding rate update.
- parse_
tardis_ ws_ message - parse_
tardis_ ws_ message_ funding_ rate - Parse a Tardis WebSocket message specifically for funding rate updates.
Returns
Some(FundingRateUpdate)
if the message contains funding rate data,None
otherwise. - parse_
trade_ msg - Parse a trade message into a trade tick, returning an error on invalid data. Parse a trade message into a trade tick.