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parse_orderbook_msg

nautilus_derive::websocket::parse

Function parse_orderbook_msg 

Source 
pub fn parse_orderbook_msg(
    payload: &WsSubscriptionPayload,
) -> Result<DeriveOrderbookMsg>
Expand description

Parses an order book subscription payload.

ยงErrors

Returns an error when params.data is not a Derive order book snapshot.