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.