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parse_instrument

Function parse_instrument 

Source
pub fn parse_instrument(
    definition: &AxInstrument,
    maker_fee: Decimal,
    taker_fee: Decimal,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> Result<InstrumentAny>
Expand description

Parses an Ax instrument into a Nautilus perpetual or dated futures contract.

§Errors

Returns an error if any required field cannot be parsed or is invalid.

§Panics

Panics if the constructed perpetual instrument fails validation.