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parse_book_l2_quote

nautilus_architect_ax::websocket::data::parse

Function parse_book_l2_quote 

Source 
pub fn parse_book_l2_quote(
    book: &AxMdBookL2,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<QuoteTick>
Expand description

Parses the top levels of an Ax L2 book message into a [QuoteTick].

ยงErrors

Returns an error if price or quantity parsing fails.