pub fn parse_orderbook_quote(
msg: &BybitWsOrderbookDepthMsg,
instrument: &InstrumentAny,
ts_init: UnixNanos,
) -> Result<QuoteTick>Expand description
Parses a depth-1 order book snapshot into a [QuoteTick].
ยงErrors
Returns an error if the depth or message type differs, a side is missing, or price or size data is invalid.