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parse_ticker_quote

nautilus_derive::websocket::parse

Function parse_ticker_quote 

Source 
pub fn parse_ticker_quote(
    msg: &DeriveTickerMsg,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> Result<QuoteTick>
Expand description

Parses a ticker message into a Nautilus top-of-book quote.

Pass price and size precision from the instrument definition rather than inferring them from the wire values, since Derive may trim trailing zeroes.

ยงErrors

Returns an error when price, size, or timestamp conversion fails.