parse_book_msg

nautilus_deribit::websocket::parse

Function parse_book_msg 

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

Parses a Deribit order book message (snapshot or delta) into Nautilus OrderBookDeltas.

ยงErrors

Returns an error if the book data cannot be parsed.