nautilus_tardis::machine::parse

Function parse_book_msg_as_deltas

Source 
pub fn parse_book_msg_as_deltas(
    bids: Vec<BookLevel>,
    asks: Vec<BookLevel>,
    is_snapshot: bool,
    price_precision: u8,
    size_precision: u8,
    instrument_id: InstrumentId,
    timestamp: DateTime<Utc>,
    local_timestamp: DateTime<Utc>,
) -> OrderBookDeltas_API