parse_orderbook_deltas

nautilus_bybit::websocket::parse

Function parse_orderbook_deltas 

Source 
pub fn parse_orderbook_deltas(
    msg: &BybitWsOrderbookDepthMsg,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<OrderBookDeltas>
Expand description

Parses an order book depth message into OrderBookDeltas.