pub fn parse_book_msg_vec(
data: Vec<BitmexOrderBookMsg>,
action: BitmexAction,
price_precision: u8,
ts_init: UnixNanos,
) -> Vec<Data>
pub fn parse_book_msg_vec(
data: Vec<BitmexOrderBookMsg>,
action: BitmexAction,
price_precision: u8,
ts_init: UnixNanos,
) -> Vec<Data>