parse_book10_msg

nautilus_okx::websocket::parse

Function parse_book10_msg 

Source 
pub fn parse_book10_msg(
    msg: &OKXBookMsg,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> Result<OrderBookDepth10>
Expand description

Parses an OKX book message into a Nautilus OrderBookDepth10.

Converts order book data into a fixed-depth snapshot with top 10 levels for both sides.