Skip to main content

parse_depth_snapshot

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

Function parse_depth_snapshot 

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

Parses a partial depth snapshot message into OrderBookDeltas.

Returns None when there are no usable levels.