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parse_ws_order_book_depth10

Function parse_ws_order_book_depth10 

Source
pub fn parse_ws_order_book_depth10(
    book: &WsBookData,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<OrderBookDepth10>
Expand description

Parses a WebSocket L2 order book snapshot into [OrderBookDepth10].

Hyperliquid’s l2Book subscription emits snapshots of bid/ask levels. Fills any missing levels past the venue-provided depth with zero-size placeholder orders so the fixed-size [BookOrder; 10] arrays are always fully populated.