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parse_quote_from_snapshot

Function parse_quote_from_snapshot 

Source
pub fn parse_quote_from_snapshot(
    snap: &PolymarketBookSnapshot,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    price_increment: Price,
    drop_quotes_missing_side: bool,
    ts_init: UnixNanos,
) -> Result<Option<QuoteTick>>
Expand description

Extracts a top-of-book [QuoteTick] from a book snapshot.

Returns None if either side is empty and drop_quotes_missing_side is enabled.