pub fn parse_orderbook_depth10(
msg: &DeriveOrderbookMsg,
price_precision: u8,
size_precision: u8,
ts_init: UnixNanos,
) -> Result<OrderBookDepth10>Expand description
Parses an order book snapshot message into a fixed top-10 depth update.
Derive sends snapshots for the requested order book channel. Missing levels are filled with zero-size orders so the fixed arrays are always populated.
ยงErrors
Returns an error when a price, size, or timestamp cannot be converted.