Function historic_candle 

pub fn historic_candle(
    instrument: &InstrumentId,
    tf: Timeframe,
    c: &HistoricCandle,
    now: Instant,
) -> Candle

A candle of GetCandles to [Candle].

Volume is in lots, as the broker sends it (the connector multiplies by the lot size). close_ts is derived from the open time and the timeframe.