parse_ohlcv

Function parse_ohlcv 

Source
pub fn parse_ohlcv(data: &Value) -> Result<OHLCV>
Expand description

Parse OHLCV (candlestick/kline) data from Binance market API.

§Binance API Response Format

[
  1499040000000,      // Open time
  "0.01634000",       // Open price
  "0.80000000",       // High price
  "0.01575800",       // Low price
  "0.01577100",       // Close price (current price for incomplete candle)
  "148976.11427815",  // Volume
  1499644799999,      // Close time
  "2434.19055334",    // Quote asset volume
  308,                // Number of trades
  "1756.87402397",    // Taker buy base asset volume
  "28.46694368",      // Taker buy quote asset volume
  "17928899.62484339" // Unused field
]

§Returns

Returns a CCXT OHLCV structure.