parse_ws_trade

Function parse_ws_trade 

Source
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 stream
  • aggTrade: Aggregated trade stream
  • executionReport: Private trade execution report

§Arguments

  • data - WebSocket message JSON data
  • market - 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
}