pub fn parse_trade_tick(
trade: &DerivePublicTrade,
price_precision: u8,
size_precision: u8,
ts_init: UnixNanos,
) -> Result<TradeTick>Expand description
Parses a public trade message into a Nautilus trade tick.
Public rows carry the participant’s direction. It maps directly to the aggressor
side when the participant role is absent or taker. Maker rows use the opposite
direction. An unrecognized role yields AggressorSide::NoAggressor.
Pass price and size precision from the instrument definition rather than inferring them from the wire values, since Derive may trim trailing zeroes.
§Errors
Returns an error if trade identifier, price, size, or timestamp conversion fails.