parse_book_snapshot

nautilus_deribit::websocket::parse

Function parse_book_snapshot 

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

Parses a Deribit order book snapshot into Nautilus OrderBookDeltas.

ยงErrors

Returns an error if the book data cannot be parsed.