pub fn parse_trade_tick(
trade: &Trade,
instrument: &InstrumentAny,
) -> Result<TradeTick>Expand description
Converts a trade, taking ts_event from time_exchange and ts_init from time_coinapi.
Only exchange-reported taker sides set the aggressor; CoinAPI estimates and unknown sides
become [AggressorSide::NoAggressor].
ยงErrors
Returns an error if a value is finer than the instrument precision, the size is not positive, or a timestamp or the trade identifier is invalid.