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parse_futures_instrument

Function parse_futures_instrument 

Source
pub fn parse_futures_instrument(
    instrument: &FuturesInstrument,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> Result<InstrumentAny>
Expand description

Parses a Kraken futures instrument definition into a Nautilus crypto perpetual instrument.

ยงErrors

Returns an error if:

  • Tick size cannot be parsed as a valid price.
  • Contract size cannot be parsed as a valid quantity.
  • Tick size, contract value trade precision, or contract size exceeds the active fixed precision.
  • Currency codes are invalid.

In standard-precision builds, an unsupported-precision error identifies the instrument, required precision, supported maximum, and the high-precision rebuild action.