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.