parse_book_snapshot_msg_as_deltas

Function parse_book_snapshot_msg_as_deltas 

Source
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.