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parse_order_book_snapshot

Function parse_order_book_snapshot 

Source
pub fn parse_order_book_snapshot(
    snapshot: &LighterOrderBookOrders,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> Result<OrderBookDeltas>
Expand description

Parses an HTTP order book snapshot response into Nautilus order book deltas.

ยงErrors

Returns an error if any price or size cannot be converted.