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parse_orderbook_quote

Function parse_orderbook_quote 

Source
pub fn parse_orderbook_quote(
    msg: &BybitWsOrderbookDepthMsg,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<QuoteTick>
Expand description

Parses a depth-1 order book snapshot into a [QuoteTick].

ยงErrors

Returns an error for a different depth or message type, missing sides, or invalid price or size data.