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parse_option_computation_to_option_greeks

nautilus_interactive_brokers::data::parse

Function parse_option_computation_to_option_greeks 

Source 
pub fn parse_option_computation_to_option_greeks(
    instrument_id: InstrumentId,
    computation: &OptionComputation,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> Option<OptionGreeks>
Expand description

Parse an IB option computation into Nautilus option greeks when the tick carries model greeks.