parse_quote_msg

Function parse_quote_msg 

Source
pub fn parse_quote_msg(
    msg: &DeribitQuoteMsg,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<QuoteTick>
Expand description

Parses a Deribit quote message into a Nautilus QuoteTick.

ยงErrors

Returns an error if the quote cannot be parsed.