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parse_option_greeks

Function parse_option_greeks 

Source
pub fn parse_option_greeks(
    msg: &DeriveTickerMsg,
    ts_init: UnixNanos,
) -> Result<Option<OptionGreeks>>
Expand description

Parses an option ticker payload into [OptionGreeks].

Returns Ok(None) when the ticker does not carry option pricing.

ยงErrors

Returns an error when the ticker timestamp is negative or overflows.