parse_ws_quote_tick

Function parse_ws_quote_tick 

Source
pub fn parse_ws_quote_tick(
    bbo: &WsBboData,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> Result<QuoteTick>
Expand description

Parses a WebSocket BBO (best bid/offer) message into a QuoteTick.