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parse_option_summary_msg_as_quote

Function parse_option_summary_msg_as_quote 

Source
pub fn parse_option_summary_msg_as_quote(
    msg: &OptionSummaryMsg,
    price_precision: u8,
    size_precision: u8,
    instrument_id: InstrumentId,
) -> Result<Option<QuoteTick>>
Expand description

Parses a Tardis option summary best bid/offer into a Nautilus QuoteTick.

Returns Ok(None) when any best bid/offer field is absent.

ยงErrors

Returns an error if a provided bid or ask price or size is invalid.