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parse_quote_from_price_change

nautilus_polymarket::websocket::parse

Function parse_quote_from_price_change 

Source 
pub fn parse_quote_from_price_change(
    quote: &PolymarketQuote,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    price_increment: Price,
    drop_quotes_missing_side: bool,
    last_quote: Option<&QuoteTick>,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> Result<Option<QuoteTick>>
Expand description

Parses a quote tick from a price change message using its best_bid/best_ask fields.

Returns None when either top-of-book side is absent or at the resolution boundary and drop_quotes_missing_side is enabled. Returns None for locked or crossed top-of-book prices. When last_quote is provided the opposite side’s size is carried forward instead of being set to zero, matching the Python adapter’s behavior.