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parse_order_book_details_instruments

Function parse_order_book_details_instruments 

Source
pub fn parse_order_book_details_instruments(
    registry: &MarketRegistry,
    perp_details: &[LighterPerpOrderBookDetail],
    spot_details: &[LighterSpotOrderBookDetail],
    ts_init: UnixNanos,
) -> Result<Vec<InstrumentAny>>
Expand description

Parses Lighter order book metadata into Nautilus instruments and registers their market ids.

ยงErrors

Returns an error if an instrument definition cannot be converted.