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.