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parse_depth_diff

nautilus_binance::spot::websocket::public_json::parse

Function parse_depth_diff 

Source 
pub fn parse_depth_diff(
    msg: &BinanceSpotDepthDiffMsg,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<Option<OrderBookDeltas>>
Expand description

Parses a depth diff message into OrderBookDeltas.

ยงErrors

Returns an error if any price or quantity update cannot be parsed.