Skip to main content

parse_bbo_event

nautilus_binance::spot::websocket::streams::parse

Function parse_bbo_event 

Source 
pub fn parse_bbo_event(
    event: &BestBidAskStreamEvent,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> QuoteTick
Expand description

Parses a best bid/ask event into a QuoteTick using the supplied adapter initialization timestamp.