nautilus_coinbase_intx::websocket::parse

Function parse_trade_msg

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

Parses a trade message into TradeTick.

§Errors

Returns an error if any price, size, or aggressor side cannot be parsed.