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parse_book_l1_quote

Function parse_book_l1_quote 

Source
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.