parse_book10_msg_vec

nautilus_bitmex::websocket::parse

Function parse_book10_msg_vec 

Source 
pub fn parse_book10_msg_vec(
    data: Vec<BitmexOrderBook10Msg>,
    instruments: &AHashMap<Ustr, InstrumentAny>,
    ts_init: UnixNanos,
) -> Vec<Data>
Expand description

Converts BitMEX level-10 snapshots into Nautilus depth events.