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parse_ticker_quote_from_rest

Function parse_ticker_quote_from_rest 

Source
pub fn parse_ticker_quote_from_rest(
    ticker: &DeriveTickerSnapshot,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> Result<QuoteTick>
Expand description

Parses a REST public/get_tickers snapshot into a Nautilus top-of-book quote.

ยงErrors

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