nautilus_coinbase_intx::websocket::parse

Function parse_perp_instrument

Source 
pub fn parse_perp_instrument(
    definition: &CoinbaseIntxWsInstrumentMsg,
    margin_init: Option<Decimal>,
    margin_maint: Option<Decimal>,
    maker_fee: Option<Decimal>,
    taker_fee: Option<Decimal>,
    ts_init: UnixNanos,
) -> Result<InstrumentAny>
Expand description

Parses a Coinbase perpetual instrument into an InstrumentAny::CryptoPerpetual. Parses a perpetual instrument message into an InstrumentAny::CryptoPerpetual.

§Errors

Returns an error if any numeric field cannot be parsed or required data is missing.