Function parse_ws_order_book_depth 

pub fn parse_ws_order_book_depth(
    book: &LighterWsOrderBook,
    instrument: &InstrumentAny,
    timestamp_ms: u64,
    ts_init: UnixNanos,
) -> Result<OrderBookDepth>

Parses a full Lighter order book payload into a Nautilus [OrderBookDepth].

Call this only for snapshot or depth payloads that contain the full visible book. Incremental updates should be parsed as deltas.

Errors

Returns an error if any price or size cannot be converted.