parse_order_book

nautilus_deribit::common::parse

Function parse_order_book 

Source 
pub fn parse_order_book(
    order_book_data: &DeribitOrderBook,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> Result<OrderBook>
Expand description

Parses Deribit order book data into a Nautilus [OrderBook].

Converts bids and asks from the public/get_order_book endpoint into an L2_MBP order book.

ยงErrors

Returns an error if order book creation fails.