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parse_book_deltas

nautilus_polymarket::websocket::parse

Function parse_book_deltas 

Source 
pub fn parse_book_deltas(
    quotes: &[&PolymarketQuote],
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> Vec<Result<OrderBookDelta>> ⓘ
Expand description

Parses price change quotes into incremental book deltas.

Each result corresponds to one quote. The final successful delta carries [RecordFlag::F_LAST], including when later quotes fail to parse.