parse_book10_msg

nautilus_bitmex::websocket::parse

Function parse_book10_msg 

Source 
pub fn parse_book10_msg(
    msg: &BitmexOrderBook10Msg,
    price_precision: u8,
    ts_init: UnixNanos,
) -> OrderBookDepth10
Expand description

Parses an OrderBook10 message into an OrderBookDepth10 object.

ยงPanics

Panics if the bid or ask arrays cannot be converted to exactly 10 elements.