pub fn parse_book_snapshot_msg_as_deltas(
msg: BookSnapshotMsg,
price_precision: u8,
size_precision: u8,
instrument_id: InstrumentId,
) -> Result<OrderBookDeltas_API>Expand description
Parse a book snapshot message into order book deltas, returning an error if timestamps invalid. Parse a book snapshot message into order book deltas.
ยงErrors
Returns an error if timestamp fields cannot be converted to nanoseconds.