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parse_orderbook_deltas_with_flag

nautilus_dydx::websocket::parse

Function parse_orderbook_deltas_with_flag 

Source 
pub fn parse_orderbook_deltas_with_flag(
    instrument_id: &InstrumentId,
    contents: &DydxOrderbookContents,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
    is_last_message: bool,
) -> DydxWsResult<Vec<OrderBookDelta>>
Expand description

Parses orderbook deltas with explicit last-message flag for batch processing.

ยงErrors

Returns an error if price/size parsing fails.