Skip to main content

parse_ws_order_book_deltas

nautilus_hyperliquid::websocket::parse

Function parse_ws_order_book_deltas 

Source 
pub fn parse_ws_order_book_deltas(
    book: &WsBookData,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<OrderBookDeltas>
Expand description

Parses a WebSocket L2 order book message into [OrderBookDeltas].