Function parse_rpi_book_msg_vec 

pub fn parse_rpi_book_msg_vec(
    data: Vec<OKXRpiBookMsg>,
    instrument_id: &InstrumentId,
    price_precision: u8,
    size_precision: u8,
    action: OKXBookAction,
    ts_init: UnixNanos,
) -> Result<Vec<Data>>

Parses RPI book messages into Nautilus order book deltas.

Errors

Returns an error if any RPI book message cannot be represented at the instrument precision.