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parse_order_updated

Function parse_order_updated 

Source
pub fn parse_order_updated(
    msg: &DeribitOrderMsg,
    instrument: &InstrumentAny,
    account_id: AccountId,
    trader_id: TraderId,
    strategy_id: StrategyId,
    ts_init: UnixNanos,
) -> OrderUpdated
Expand description

Parses a Deribit order message into an OrderUpdated event.

This should be called when an order is amended (price or quantity changed).