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parse_spread_instrument_id

Function parse_spread_instrument_id 

Source
pub fn parse_spread_instrument_id(
    instrument_id: InstrumentId,
    leg_contract_details: &[(&ContractDetails, i32)],
    timestamp_ns: Option<UnixNanos>,
) -> Result<OptionSpread>
Expand description

Parse a spread instrument ID into an OptionSpread instrument.

This implements the same logic as Python’s parse_spread_instrument_id. Uses contract details from the first leg to determine spread properties.

§Errors

Returns an error if parsing fails.