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parse_orderbook_snapshot

nautilus_dydx::websocket::parse

Function parse_orderbook_snapshot 

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

Parses an orderbook snapshot into [OrderBookDeltas].

ยงErrors

Returns an error if price/size parsing fails.