parse_orderbook_quote

nautilus_bybit::websocket::parse

Function parse_orderbook_quote 

Source 
pub fn parse_orderbook_quote(
    msg: &BybitWsOrderbookDepthMsg,
    instrument: &InstrumentAny,
    last_quote: Option<&QuoteTick>,
    ts_init: UnixNanos,
) -> Result<QuoteTick>
Expand description

Parses an order book snapshot or delta into a QuoteTick.