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parse_book_msg

Function parse_book_msg 

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

Parses a Deribit order book message (snapshot or delta) into Nautilus OrderBookDeltas.

§Errors

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