pub fn parse_ws_trade(data: &Value, market: Option<&Market>) -> Result<Trade>Expand description
Parse WebSocket trade data from Binance streams.
Supports multiple Binance WebSocket trade formats:
trade: Public trade streamaggTrade: Aggregated trade streamexecutionReport: Private trade execution report
§Arguments
data- WebSocket message JSON datamarket- Optional market information
§Returns
Returns a CCXT Trade structure.
§Example WebSocket Messages
// trade event
{
"e": "trade",
"E": 1579481530911,
"s": "ETHBTC",
"t": 158410082,
"p": "0.01914100",
"q": "0.00700000",
"b": 4110671841,
"a": 4110671533,
"T": 1579481530910,
"m": true,
"M": true
}
// aggTrade event
{
"e": "aggTrade",
"E": 1579481530911,
"s": "ETHBTC",
"a": 158410082,
"p": "0.01914100",
"q": "0.00700000",
"f": 4110671841,
"l": 4110671533,
"T": 1579481530910,
"m": true
}