pub fn parse_trade_tick_from_rest(
trade: &DerivePublicTrade,
price_precision: u8,
size_precision: u8,
ts_init: UnixNanos,
) -> Result<TradeTick>Expand description
Parses a public participant trade row into a Nautilus trade tick.
Public rows can pair maker and taker participants under the same trade_id.
Each row’s direction is that participant’s side: the aggressor side is the
taker row’s direction and the inverse of the maker row’s. An absent or
unrecognized role treats direction as the taker’s side.
Pass price and size precision from the instrument definition rather than inferring them from the wire values, since Derive may trim trailing zeroes.
§Errors
Returns an error if trade identifier, price, size, or timestamp conversion fails.