nautilus_model::stubs

Function stub_order_book_mbp

Source
pub fn stub_order_book_mbp(
    instrument_id: InstrumentId,
    top_ask_price: f64,
    top_bid_price: f64,
    top_ask_size: f64,
    top_bid_size: f64,
    price_precision: u8,
    price_increment: f64,
    size_precision: u8,
    size_increment: f64,
    num_levels: usize,
) -> OrderBook