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parse_book_deltas

Function parse_book_deltas 

Source
pub fn parse_book_deltas(
    quotes: &PolymarketQuotes,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> Result<OrderBookDeltas>
Expand description

Parses price change quotes into incremental [OrderBookDeltas].