Function parse_book_snapshot 

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

Parses a Deribit order book snapshot into Nautilus OrderBookDeltas.

Skips a malformed level, and a level whose amount is not positive or rounds to zero at the instrument’s size precision.

Errors

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