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parse_bars

nautilus_deribit::common::parse

Function parse_bars 

Source 
pub fn parse_bars(
    chart_data: &DeribitTradingViewChartData,
    bar_type: BarType,
    price_precision: u8,
    size_precision: u8,
    use_cost_for_volume: bool,
    ts_init: UnixNanos,
) -> Result<Vec<Bar>>
Expand description

Parses Deribit TradingView chart data into Nautilus [Bar]s.

Converts OHLCV arrays from the public/get_tradingview_chart_data endpoint into a vector of [Bar] objects.

When use_cost_for_volume is true, Bar.volume is populated from chart_data.cost (USD) instead of chart_data.volume (base currency) — see use_cost_for_bar_volume.

§Errors

Returns an error if:

  • The status is not “ok”
  • Array lengths are inconsistent
  • No data points are present