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parse_book_snapshot_msg_as_depth10

Function parse_book_snapshot_msg_as_depth10 

Source
pub fn parse_book_snapshot_msg_as_depth10(
    msg: &BookSnapshotMsg,
    price_precision: u8,
    size_precision: u8,
    instrument_id: InstrumentId,
) -> Result<OrderBookDepth10>
Expand description

Parse a book snapshot message into an [OrderBookDepth10].

ยงErrors

Returns an error if timestamp fields cannot be converted to nanoseconds.