pub fn parse_derive_instrument_any(
instrument: &DeriveInstrument,
ts_init: UnixNanos,
) -> Result<Option<InstrumentAny>>Expand description
Parses a Derive instrument definition into a Nautilus instrument.
Perpetuals are normalized to USDC quote and settlement: the wire quotes
perps in "USD" index terms, while all Derive collateral, fees, and PnL
settle in USDC, so Money currencies must match the account balances. The
raw wire values remain in the instrument info payload.
ยงErrors
Returns an error when a Derive instrument is missing required details or contains invalid price, quantity, or timestamp fields.