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parse_instruments

Function parse_instruments 

Source
pub fn parse_instruments(
    symbols: &[Symbol],
    ts_init: UnixNanos,
) -> (Vec<CoinApiInstrument>, Vec<InstrumentError>)
Expand description

Parses the spot, perpetual, and futures symbols in a metadata response.

Other CoinAPI symbol types are skipped. Symbols of a parsed type that cannot be mapped or validated are returned as errors alongside the instruments. Valid symbols that resolve to the same native instrument ID are all rejected, because their transport symbol would be ambiguous.