Function parse_order_book 

pub fn parse_order_book(
    book: &Book,
    instrument: &InstrumentAny,
) -> Result<OrderBook>

Converts a current order book into an L2 market-by-price book stamped with time_exchange.

Errors

Returns an error if a level is finer than the instrument precision or the timestamp is invalid; a single invalid level rejects the whole snapshot.