Function parse_book_delta 

pub fn parse_book_delta(
    msg: &DeribitBookMsg<'_>,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<OrderBookDeltas>

Parses a Deribit order book change (delta) into Nautilus OrderBookDeltas.

Skips a malformed level. A new or change level whose amount rounds to zero at the instrument’s size precision becomes a delete.

Errors

Returns an error if a level’s price or amount cannot convert to Price or Quantity, such as a value outside their range.