parse_book_snapshot_msg_as_quote

nautilus_tardis::machine::parse

Function parse_book_snapshot_msg_as_quote 

Source 
pub fn parse_book_snapshot_msg_as_quote(
    msg: BookSnapshotMsg,
    price_precision: u8,
    size_precision: u8,
    instrument_id: InstrumentId,
) -> Result<QuoteTick>
Expand description

Parse a book snapshot message into a quote tick, returning an error on invalid data. Parse a book snapshot message into a quote tick.

ยงErrors

Returns an error if missing bid/ask levels or invalid sizes.