Function parse_book_deltas 

pub fn parse_book_deltas(
    book: &KrakenWsBookData,
    instrument: &InstrumentAny,
    sequence: u64,
    ts_init: UnixNanos,
) -> Result<Vec<OrderBookDelta>>

Parses Kraken WebSocket book data into Nautilus order book deltas.

Returns a vector of deltas, one for each bid and ask level.

Errors

Returns an error if:

• Price or quantity cannot be parsed.
• Timestamp is invalid.