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parse_quote_tick

Function parse_quote_tick 

Source
pub fn parse_quote_tick(
    quote: &Quote,
    instrument: &InstrumentAny,
) -> Result<QuoteTick>
Expand description

Converts a historical best bid and ask, taking both ts_event and ts_init from time_exchange.

ยงErrors

Returns an error if a value is finer than the instrument precision or a timestamp is invalid.