parse_quote_msg

nautilus_bitmex::websocket::parse

Function parse_quote_msg 

Source 
pub fn parse_quote_msg(
    msg: &BitmexQuoteMsg,
    last_quote: &QuoteTick,
    instrument: &InstrumentAny,
    instrument_id: InstrumentId,
    price_precision: u8,
    ts_init: UnixNanos,
) -> QuoteTick
Expand description

Converts a BitMEX quote message into a QuoteTick, filling missing data from cache.