parse_depth_update

nautilus_binance::futures::websocket::parse

Function parse_depth_update 

Source 
pub fn parse_depth_update(
    msg: &BinanceFuturesDepthUpdateMsg,
    instrument: &InstrumentAny,
) -> BinanceWsResult<OrderBookDeltas>
Expand description

Parses a depth update message into OrderBookDeltas.

ยงErrors

Returns an error if parsing fails.