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.