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parse_trade_tick

Function parse_trade_tick 

Source
pub fn parse_trade_tick(
    trade: &LighterTrade,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<TradeTick>
Expand description

Parses a Lighter trade into a Nautilus [TradeTick].

ยงErrors

Returns an error if the price, size, timestamp, or trade id is invalid.