pub fn map_last_trade(
data: &LastTradesData,
now: Instant,
) -> Option<MarketTrade>Expand description
Maps a market trade message to a [MarketTrade].
The side is BUY / 1 or SELL / 2. A trade whose side is none of these is dropped (None)
rather than guessed, like the REST tape (map_rest_last_trade): a wrong side would corrupt
anything built from the stream.