Function parse_book_snapshot_msg_as_depth 

pub fn parse_book_snapshot_msg_as_depth(
    msg: &BookSnapshotMsg,
    price_precision: u8,
    size_precision: u8,
    instrument_id: InstrumentId,
) -> Result<OrderBookDepth>

Parse a book snapshot message into an [OrderBookDepth].

Errors

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