parse_book_msg_vec

nautilus_bitmex::websocket::parse

Function parse_book_msg_vec 

Source 
pub fn parse_book_msg_vec(
    data: Vec<BitmexOrderBookMsg>,
    action: BitmexAction,
    instruments: &AHashMap<Ustr, InstrumentAny>,
    ts_init: UnixNanos,
) -> Vec<Data>
Expand description

Converts a batch of BitMEX order-book rows into Nautilus delta events.