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parse_trades_event

Function parse_trades_event 

Source
pub fn parse_trades_event(
    event: &TradesStreamEvent,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<Vec<Data>>
Expand description

Parses a trades stream event into a vector of TradeTick using the supplied adapter initialization timestamp.

ยงErrors

Returns an error if:

  • A price is out of range or a reserved sentinel value.
  • A quantity is negative, out of range, or zero at the instrument size precision.