pub fn parse_rpi_book_msg(
msg: &OKXRpiBookMsg,
instrument_id: InstrumentId,
price_precision: u8,
size_precision: u8,
action: &OKXBookAction,
ts_init: UnixNanos,
) -> Result<OrderBookDeltas>Expand description
Parses an RPI book message into Nautilus order book deltas.
ยงErrors
Returns an error if a price or total quantity cannot be represented at the instrument precision.