parse_book_msg

nautilus_bitmex::websocket::parse

Function parse_book_msg 

Source 
pub fn parse_book_msg(
    msg: &BitmexOrderBookMsg,
    action: &BitmexAction,
    instrument: &InstrumentAny,
    instrument_id: InstrumentId,
    price_precision: u8,
    ts_init: UnixNanos,
) -> OrderBookDelta
Expand description

Converts a BitMEX order book row into a Nautilus order-book delta.