nautilus_coinbase_intx::websocket::parse

Function parse_candle_msg

Source 
pub fn parse_candle_msg(
    msg: &CoinbaseIntxWsCandleSnapshotMsg,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> Result<Bar>
Expand description

Parses a candlestick snapshot message into Bar.

§Errors

Returns an error if the candle data is missing or any price/quantity cannot be parsed.