Update gh-pages to output generated at 5f74278

develop/api_reference/adapters/interactive_brokers.html

@@ -11887,7 +11887,7 @@ <h2 id="module-nautilus_trader.adapters.interactive_brokers.config">
               at
              </span>
              <span class="pre">
-              0x7f4e908a0e50&gt;
+              0x7f20a1234450&gt;
              </span>
              <span class="pre">
               =

develop/api_reference/model/data.html

@@ -1827,6 +1827,15 @@
               </i>
              </span>
              <ul class="submenu">
+              <li class="md-nav__item">
+               <a class="md-nav__link" href="#nautilus_trader.model.data.OrderBookDepth10.ask_counts">
+                <code class="docutils literal notranslate">
+                 <span class="pre">
+                  OrderBookDepth10.ask_counts
+                 </span>
+                </code>
+               </a>
+              </li>
               <li class="md-nav__item">
                <a class="md-nav__link" href="#nautilus_trader.model.data.OrderBookDepth10.asks">
                 <code class="docutils literal notranslate">
@@ -1836,6 +1845,15 @@
                 </code>
                </a>
               </li>
+              <li class="md-nav__item">
+               <a class="md-nav__link" href="#nautilus_trader.model.data.OrderBookDepth10.bid_counts">
+                <code class="docutils literal notranslate">
+                 <span class="pre">
+                  OrderBookDepth10.bid_counts
+                 </span>
+                </code>
+               </a>
+              </li>
               <li class="md-nav__item">
                <a class="md-nav__link" href="#nautilus_trader.model.data.OrderBookDepth10.bids">
                 <code class="docutils literal notranslate">
@@ -10699,6 +10717,28 @@ <h1 id="api-reference-model-data--page-root">
            </span>
           </em>
           ,
+          <em class="sig-param">
+           <span class="n">
+            <span class="pre">
+             list
+            </span>
+            <span class="pre">
+             bid_counts
+            </span>
+           </span>
+          </em>
+          ,
+          <em class="sig-param">
+           <span class="n">
+            <span class="pre">
+             list
+            </span>
+            <span class="pre">
+             ask_counts
+            </span>
+           </span>
+          </em>
+          ,
           <em class="sig-param">
            <span class="n">
             <span class="pre">
@@ -10830,6 +10870,48 @@ <h1 id="api-reference-model-data--page-root">
                ) – The ask side orders for the update.
               </p>
              </li>
+             <li>
+              <p>
+               <strong>
+                bid_counts
+               </strong>
+               (
+               <em>
+                list
+               </em>
+               <em>
+                [
+               </em>
+               <em>
+                uint32_t
+               </em>
+               <em>
+                ]
+               </em>
+               ) – The count of bid orders per level for the update. Can be zeros if data not available.
+              </p>
+             </li>
+             <li>
+              <p>
+               <strong>
+                ask_counts
+               </strong>
+               (
+               <em>
+                list
+               </em>
+               <em>
+                [
+               </em>
+               <em>
+                uint32_t
+               </em>
+               <em>
+                ]
+               </em>
+               ) – The count of ask orders per level for the update. Can be zeros if data not available.
+              </p>
+             </li>
              <li>
               <p>
                <strong>
@@ -10936,9 +11018,79 @@ <h1 id="api-reference-model-data--page-root">
                length is not equal to 10.
               </p>
              </li>
+             <li>
+              <p>
+               <strong>
+                ValueError
+               </strong>
+               – If
+               <cite>
+                bid_counts
+               </cite>
+               length is not equal to 10.
+              </p>
+             </li>
+             <li>
+              <p>
+               <strong>
+                ValueError
+               </strong>
+               – If
+               <cite>
+                ask_counts
+               </cite>
+               length is not equal to 10.
+              </p>
+             </li>
             </ul>
            </dd>
           </dl>
+          <dl class="py attribute">
+           <dt class="sig sig-object py" id="nautilus_trader.model.data.OrderBookDepth10.ask_counts">
+            <span class="sig-name descname">
+             <span class="pre">
+              ask_counts
+             </span>
+            </span>
+            <a class="headerlink" href="#nautilus_trader.model.data.OrderBookDepth10.ask_counts" title="Permalink to this definition">
+             ¶
+            </a>
+           </dt>
+           <dd>
+            <p>
+             list[uint32_t]
+            </p>
+            <p>
+             Return the count of ask orders level for the update.
+            </p>
+            <dl class="field-list simple">
+             <dt class="field-odd">
+              Returns
+              <span class="colon">
+               :
+              </span>
+             </dt>
+             <dd class="field-odd">
+              <p>
+               <em>
+                list[uint32_t]
+               </em>
+              </p>
+             </dd>
+             <dt class="field-even">
+              Type
+              <span class="colon">
+               :
+              </span>
+             </dt>
+             <dd class="field-even">
+              <p>
+               OrderBookDepth10.ask_counts
+              </p>
+             </dd>
+            </dl>
+           </dd>
+          </dl>
           <dl class="py attribute">
            <dt class="sig sig-object py" id="nautilus_trader.model.data.OrderBookDepth10.asks">
             <span class="sig-name descname">
@@ -10985,6 +11137,52 @@ <h1 id="api-reference-model-data--page-root">
             </dl>
            </dd>
           </dl>
+          <dl class="py attribute">
+           <dt class="sig sig-object py" id="nautilus_trader.model.data.OrderBookDepth10.bid_counts">
+            <span class="sig-name descname">
+             <span class="pre">
+              bid_counts
+             </span>
+            </span>
+            <a class="headerlink" href="#nautilus_trader.model.data.OrderBookDepth10.bid_counts" title="Permalink to this definition">
+             ¶
+            </a>
+           </dt>
+           <dd>
+            <p>
+             list[uint32_t]
+            </p>
+            <p>
+             Return the count of bid orders per level for the update.
+            </p>
+            <dl class="field-list simple">
+             <dt class="field-odd">
+              Returns
+              <span class="colon">
+               :
+              </span>
+             </dt>
+             <dd class="field-odd">
+              <p>
+               <em>
+                list[uint32_t]
+               </em>
+              </p>
+             </dd>
+             <dt class="field-even">
+              Type
+              <span class="colon">
+               :
+              </span>
+             </dt>
+             <dd class="field-even">
+              <p>
+               OrderBookDepth10.bid_counts
+              </p>
+             </dd>
+            </dl>
+           </dd>
+          </dl>
           <dl class="py attribute">
            <dt class="sig sig-object py" id="nautilus_trader.model.data.OrderBookDepth10.bids">
             <span class="sig-name descname">

develop/core/nautilus_adapters/databento/parsing/fn.parse_bar_type.html

@@ -1,5 +1,5 @@
 <!DOCTYPE html><html lang="en"><head><meta charset="utf-8"><meta name="viewport" content="width=device-width, initial-scale=1.0"><meta name="generator" content="rustdoc"><meta name="description" content="API documentation for the Rust `parse_bar_type` fn in crate `nautilus_adapters`."><title>parse_bar_type in nautilus_adapters::databento::parsing - Rust</title><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../static.files/SourceSerif4-Regular-46f98efaafac5295.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../static.files/FiraSans-Regular-018c141bf0843ffd.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../static.files/FiraSans-Medium-8f9a781e4970d388.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../static.files/SourceCodePro-Regular-562dcc5011b6de7d.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../static.files/SourceCodePro-Semibold-d899c5a5c4aeb14a.ttf.woff2"><link rel="stylesheet" href="../../../static.files/normalize-76eba96aa4d2e634.css"><link rel="stylesheet" href="../../../static.files/rustdoc-bf502f66ec635d5d.css"><meta name="rustdoc-vars" data-root-path="../../../" data-static-root-path="../../../static.files/" data-current-crate="nautilus_adapters" data-themes="" data-resource-suffix="" data-rustdoc-version="1.77.0-nightly (e51e98dde 2023-12-31)" data-channel="nightly" data-search-js="search-c17e98913a53b3b7.js" data-settings-js="settings-4313503d2e1961c2.js" ><script src="../../../static.files/storage-f2adc0d6ca4d09fb.js"></script><script defer src="sidebar-items.js"></script><script defer src="../../../static.files/main-0b2e2def73e61cbe.js"></script><noscript><link rel="stylesheet" href="../../../static.files/noscript-04d5337699b92874.css"></noscript><link rel="alternate icon" type="image/png" href="../../../static.files/favicon-16x16-8b506e7a72182f1c.png"><link rel="alternate icon" type="image/png" href="../../../static.files/favicon-32x32-422f7d1d52889060.png"><link rel="icon" type="image/svg+xml" href="../../../static.files/favicon-2c020d218678b618.svg"></head><body class="rustdoc fn"><!--[if lte IE 11]><div class="warning">This old browser is unsupported and will most likely display funky things.</div><![endif]--><nav class="mobile-topbar"><button class="sidebar-menu-toggle" title="show sidebar"></button></nav><nav class="sidebar"><div class="sidebar-crate"><h2><a href="../../../nautilus_adapters/index.html">nautilus_adapters</a><span class="version">0.14.0</span></h2></div><div class="sidebar-elems"><h2><a href="index.html">In nautilus_adapters::databento::parsing</a></h2></div></nav><div class="sidebar-resizer"></div>
-    <main><div class="width-limiter"><nav class="sub"><form class="search-form"><span></span><div id="sidebar-button" tabindex="-1"><a href="../../../nautilus_adapters/all.html" title="show sidebar"></a></div><input class="search-input" name="search" aria-label="Run search in the documentation" autocomplete="off" spellcheck="false" placeholder="Click or press ‘S’ to search, ‘?’ for more options…" type="search"><div id="help-button" tabindex="-1"><a href="../../../help.html" title="help">?</a></div><div id="settings-menu" tabindex="-1"><a href="../../../settings.html" title="settings"><img width="22" height="22" alt="Change settings" src="../../../static.files/wheel-7b819b6101059cd0.svg"></a></div></form></nav><section id="main-content" class="content"><div class="main-heading"><h1>Function <a href="../../index.html">nautilus_adapters</a>::<wbr><a href="../index.html">databento</a>::<wbr><a href="index.html">parsing</a>::<wbr><a class="fn" href="#">parse_bar_type</a><button id="copy-path" title="Copy item path to clipboard"><img src="../../../static.files/clipboard-7571035ce49a181d.svg" width="19" height="18" alt="Copy item path"></button></h1><span class="out-of-band"><a class="src" href="../../../src/nautilus_adapters/databento/parsing.rs.html#398-423">source</a> · <button id="toggle-all-docs" title="collapse all docs">[<span>&#x2212;</span>]</button></span></div><pre class="rust item-decl"><code>pub fn parse_bar_type(
+    <main><div class="width-limiter"><nav class="sub"><form class="search-form"><span></span><div id="sidebar-button" tabindex="-1"><a href="../../../nautilus_adapters/all.html" title="show sidebar"></a></div><input class="search-input" name="search" aria-label="Run search in the documentation" autocomplete="off" spellcheck="false" placeholder="Click or press ‘S’ to search, ‘?’ for more options…" type="search"><div id="help-button" tabindex="-1"><a href="../../../help.html" title="help">?</a></div><div id="settings-menu" tabindex="-1"><a href="../../../settings.html" title="settings"><img width="22" height="22" alt="Change settings" src="../../../static.files/wheel-7b819b6101059cd0.svg"></a></div></form></nav><section id="main-content" class="content"><div class="main-heading"><h1>Function <a href="../../index.html">nautilus_adapters</a>::<wbr><a href="../index.html">databento</a>::<wbr><a href="index.html">parsing</a>::<wbr><a class="fn" href="#">parse_bar_type</a><button id="copy-path" title="Copy item path to clipboard"><img src="../../../static.files/clipboard-7571035ce49a181d.svg" width="19" height="18" alt="Copy item path"></button></h1><span class="out-of-band"><a class="src" href="../../../src/nautilus_adapters/databento/parsing.rs.html#406-431">source</a> · <button id="toggle-all-docs" title="collapse all docs">[<span>&#x2212;</span>]</button></span></div><pre class="rust item-decl"><code>pub fn parse_bar_type(
     record: &amp;OhlcvMsg,
     instrument_id: <a class="struct" href="../../../nautilus_model/identifiers/instrument_id/struct.InstrumentId.html" title="struct nautilus_model::identifiers::instrument_id::InstrumentId">InstrumentId</a>
 ) -&gt; <a class="type" href="https://docs.rs/anyhow/1.0.79/anyhow/type.Result.html" title="type anyhow::Result">Result</a>&lt;<a class="struct" href="../../../nautilus_model/data/bar/struct.BarType.html" title="struct nautilus_model::data::bar::BarType">BarType</a>&gt;</code></pre></section></div></main></body></html>

develop/core/nautilus_adapters/databento/parsing/fn.parse_instrument_def_msg.html

@@ -1,5 +1,5 @@
 <!DOCTYPE html><html lang="en"><head><meta charset="utf-8"><meta name="viewport" content="width=device-width, initial-scale=1.0"><meta name="generator" content="rustdoc"><meta name="description" content="API documentation for the Rust `parse_instrument_def_msg` fn in crate `nautilus_adapters`."><title>parse_instrument_def_msg in nautilus_adapters::databento::parsing - Rust</title><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../static.files/SourceSerif4-Regular-46f98efaafac5295.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../static.files/FiraSans-Regular-018c141bf0843ffd.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../static.files/FiraSans-Medium-8f9a781e4970d388.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../static.files/SourceCodePro-Regular-562dcc5011b6de7d.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../static.files/SourceCodePro-Semibold-d899c5a5c4aeb14a.ttf.woff2"><link rel="stylesheet" href="../../../static.files/normalize-76eba96aa4d2e634.css"><link rel="stylesheet" href="../../../static.files/rustdoc-bf502f66ec635d5d.css"><meta name="rustdoc-vars" data-root-path="../../../" data-static-root-path="../../../static.files/" data-current-crate="nautilus_adapters" data-themes="" data-resource-suffix="" data-rustdoc-version="1.77.0-nightly (e51e98dde 2023-12-31)" data-channel="nightly" data-search-js="search-c17e98913a53b3b7.js" data-settings-js="settings-4313503d2e1961c2.js" ><script src="../../../static.files/storage-f2adc0d6ca4d09fb.js"></script><script defer src="sidebar-items.js"></script><script defer src="../../../static.files/main-0b2e2def73e61cbe.js"></script><noscript><link rel="stylesheet" href="../../../static.files/noscript-04d5337699b92874.css"></noscript><link rel="alternate icon" type="image/png" href="../../../static.files/favicon-16x16-8b506e7a72182f1c.png"><link rel="alternate icon" type="image/png" href="../../../static.files/favicon-32x32-422f7d1d52889060.png"><link rel="icon" type="image/svg+xml" href="../../../static.files/favicon-2c020d218678b618.svg"></head><body class="rustdoc fn"><!--[if lte IE 11]><div class="warning">This old browser is unsupported and will most likely display funky things.</div><![endif]--><nav class="mobile-topbar"><button class="sidebar-menu-toggle" title="show sidebar"></button></nav><nav class="sidebar"><div class="sidebar-crate"><h2><a href="../../../nautilus_adapters/index.html">nautilus_adapters</a><span class="version">0.14.0</span></h2></div><div class="sidebar-elems"><h2><a href="index.html">In nautilus_adapters::databento::parsing</a></h2></div></nav><div class="sidebar-resizer"></div>
-    <main><div class="width-limiter"><nav class="sub"><form class="search-form"><span></span><div id="sidebar-button" tabindex="-1"><a href="../../../nautilus_adapters/all.html" title="show sidebar"></a></div><input class="search-input" name="search" aria-label="Run search in the documentation" autocomplete="off" spellcheck="false" placeholder="Click or press ‘S’ to search, ‘?’ for more options…" type="search"><div id="help-button" tabindex="-1"><a href="../../../help.html" title="help">?</a></div><div id="settings-menu" tabindex="-1"><a href="../../../settings.html" title="settings"><img width="22" height="22" alt="Change settings" src="../../../static.files/wheel-7b819b6101059cd0.svg"></a></div></form></nav><section id="main-content" class="content"><div class="main-heading"><h1>Function <a href="../../index.html">nautilus_adapters</a>::<wbr><a href="../index.html">databento</a>::<wbr><a href="index.html">parsing</a>::<wbr><a class="fn" href="#">parse_instrument_def_msg</a><button id="copy-path" title="Copy item path to clipboard"><img src="../../../static.files/clipboard-7571035ce49a181d.svg" width="19" height="18" alt="Copy item path"></button></h1><span class="out-of-band"><a class="src" href="../../../src/nautilus_adapters/databento/parsing.rs.html#546-572">source</a> · <button id="toggle-all-docs" title="collapse all docs">[<span>&#x2212;</span>]</button></span></div><pre class="rust item-decl"><code>pub fn parse_instrument_def_msg(
+    <main><div class="width-limiter"><nav class="sub"><form class="search-form"><span></span><div id="sidebar-button" tabindex="-1"><a href="../../../nautilus_adapters/all.html" title="show sidebar"></a></div><input class="search-input" name="search" aria-label="Run search in the documentation" autocomplete="off" spellcheck="false" placeholder="Click or press ‘S’ to search, ‘?’ for more options…" type="search"><div id="help-button" tabindex="-1"><a href="../../../help.html" title="help">?</a></div><div id="settings-menu" tabindex="-1"><a href="../../../settings.html" title="settings"><img width="22" height="22" alt="Change settings" src="../../../static.files/wheel-7b819b6101059cd0.svg"></a></div></form></nav><section id="main-content" class="content"><div class="main-heading"><h1>Function <a href="../../index.html">nautilus_adapters</a>::<wbr><a href="../index.html">databento</a>::<wbr><a href="index.html">parsing</a>::<wbr><a class="fn" href="#">parse_instrument_def_msg</a><button id="copy-path" title="Copy item path to clipboard"><img src="../../../static.files/clipboard-7571035ce49a181d.svg" width="19" height="18" alt="Copy item path"></button></h1><span class="out-of-band"><a class="src" href="../../../src/nautilus_adapters/databento/parsing.rs.html#554-580">source</a> · <button id="toggle-all-docs" title="collapse all docs">[<span>&#x2212;</span>]</button></span></div><pre class="rust item-decl"><code>pub fn parse_instrument_def_msg(
     record: &amp;InstrumentDefMsg,
     publisher: &amp;<a class="struct" href="../types/struct.DatabentoPublisher.html" title="struct nautilus_adapters::databento::types::DatabentoPublisher">DatabentoPublisher</a>,
     ts_init: <a class="type" href="../../../nautilus_core/time/type.UnixNanos.html" title="type nautilus_core::time::UnixNanos">UnixNanos</a>