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parse_ticker_to_option_greeks

nautilus_deribit::websocket::parse

Function parse_ticker_to_option_greeks 

Source 
pub fn parse_ticker_to_option_greeks(
    msg: &DeribitTickerMsg,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Option<OptionGreeks>
Expand description

Parses a Deribit ticker message into a Nautilus OptionGreeks.

Returns None if the ticker message does not contain Greeks (non-option instrument).