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parse_usdm_instrument

nautilus_binance::common::parse

Function parse_usdm_instrument 

Source 
pub fn parse_usdm_instrument(
    symbol: &BinanceFuturesUsdSymbol,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> Result<InstrumentAny>
Expand description

Parses a USD-M Futures symbol definition into a Nautilus futures instrument.

ยงErrors

Returns an error if:

  • Required filter values are missing (PRICE_FILTER, LOT_SIZE).
  • Price or quantity values cannot be parsed.
  • The contract type is not a supported perpetual or delivery contract.
  • A TRADIFI_PERPETUAL underlying type is missing or unsupported.