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parse_orderbook_deltas

nautilus_dydx::websocket::parse

Function parse_orderbook_deltas 

Source 
pub fn parse_orderbook_deltas(
    instrument_id: &InstrumentId,
    contents: &DydxOrderbookContents,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> DydxWsResult<OrderBookDeltas>
Expand description

Parses orderbook deltas (marks as last message by default).

ยงErrors

Returns an error if price/size parsing fails.