nautilus_tardis::machine::parse

Function parse_trade_msg

Source 
pub fn parse_trade_msg(
    msg: TradeMsg,
    price_precision: u8,
    size_precision: u8,
    instrument_id: InstrumentId,
) -> Result<TradeTick>
Expand description

Parse a trade message into a trade tick, returning an error on invalid data. Parse a trade message into a trade tick.

§Errors

Returns an error if invalid trade size is encountered.