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parse_quote_tick

nautilus_interactive_brokers::data::parse

Function parse_quote_tick 

Source 
pub fn parse_quote_tick(
    instrument_id: InstrumentId,
    bid_price: Option<f64>,
    ask_price: Option<f64>,
    bid_size: Option<f64>,
    ask_size: Option<f64>,
    price_precision: u8,
    size_precision: u8,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> Result<QuoteTick>
Expand description

Parse IB tick price and size data into a QuoteTick.

This builds a quote from individual tick updates. You typically need to accumulate bid/ask prices and sizes from multiple tick updates before creating a QuoteTick.

ยงErrors

Returns an error if price or size conversion fails.