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parse_product_book_snapshot

nautilus_coinbase::http::parse

Function parse_product_book_snapshot 

Source 
pub fn parse_product_book_snapshot(
    book: &PriceBook,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> Result<OrderBookDeltas>
Expand description

Parses a Coinbase order book snapshot into OrderBookDeltas.