pub fn parse_bbo_event(
event: &BestBidAskStreamEvent,
instrument: &InstrumentAny,
) -> QuoteTickExpand description
Parses a best bid/ask event into a QuoteTick.
pub fn parse_bbo_event(
event: &BestBidAskStreamEvent,
instrument: &InstrumentAny,
) -> QuoteTickParses a best bid/ask event into a QuoteTick.