Skip to main content

parse_book10_msg

Function parse_book10_msg 

Source
pub fn parse_book10_msg(
    msg: &BitmexOrderBook10Msg,
    instrument: &InstrumentAny,
    instrument_id: InstrumentId,
    price_precision: u8,
    ts_init: UnixNanos,
) -> Result<OrderBookDepth10>
Expand description

Parses an OrderBook10 message into an OrderBookDepth10 object.

ยงErrors

Returns an error if the bid or ask arrays are not exactly 10 elements.