pub fn parse_book_l1_quote(
book: &AxMdBookL1,
instrument: &InstrumentAny,
ts_init: UnixNanos,
) -> Result<QuoteTick>Expand description
Parses an Ax L1 book message into a [QuoteTick].
L1 contains best bid/ask only, which maps directly to a quote tick.
ยงErrors
Returns an error if price or quantity parsing fails.