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parse_derive_instrument_any

Function parse_derive_instrument_any 

Source
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.

ยงErrors

Returns an error when a Derive instrument is missing required details or contains invalid price, quantity, or timestamp fields.