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map_rest_last_trade

Function map_rest_last_trade 

Source
pub fn map_rest_last_trade(
    trade: &LastTradeRecord,
    instrument: &InstrumentId,
    now: Instant,
) -> Option<MarketTrade>
Expand description

One trade of the tape (POST /last-trades) for instrument, the one asked for: the records of the docs carry no instrument. Side is 1 buy / 2 sell (older samples: BUY / SELL); a record whose side is neither is dropped rather than guessed.