Skip to main content

parse_trade

Function parse_trade 

Source
pub fn parse_trade(
    msg: &BinanceSpotTradeMsg,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<TradeTick>
Expand description

Parses a trade message into a TradeTick.

ยงErrors

Returns an error if price or quantity fields cannot be parsed.