pub fn parse_funding_rate_update(
funding: &LighterFunding,
instrument_id: InstrumentId,
interval: Option<u16>,
ts_init: UnixNanos,
) -> Result<FundingRateUpdate>Expand description
Parses a Lighter historical funding row into a Nautilus [FundingRateUpdate].
Lighter returns rate as a magnitude and direction as the side paying
the funding. Nautilus uses the conventional signed rate: positive when
longs pay shorts and negative when shorts pay longs.
ยงErrors
Returns an error if the timestamp cannot be converted.