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parse_chart_msg

nautilus_deribit::websocket::parse

Function parse_chart_msg 

Source 
pub fn parse_chart_msg(
    chart_msg: &DeribitChartMsg,
    bar_type: BarType,
    price_precision: u8,
    size_precision: u8,
    use_cost_for_volume: bool,
    timestamp_on_close: bool,
    ts_init: UnixNanos,
) -> Result<Bar>
Expand description

Parses a Deribit chart message from a WebSocket subscription into a [Bar].

Converts a single OHLCV data point from the chart.trades.{instrument}.{resolution} channel into a Nautilus Bar object.

When use_cost_for_volume is true, Bar.volume is populated from chart_msg.cost (USD) to match instruments whose trade amount is in USD (inverse perpetuals / inverse futures). Otherwise chart_msg.volume (base currency) is used. Callers derive this from the instrument via crate::common::parse::use_cost_for_bar_volume.

ยงErrors

Returns an error if:

  • Price or volume values are invalid
  • Bar construction fails validation