parse_book_msg

nautilus_okx::websocket::parse

Function parse_book_msg 

Source 
pub fn parse_book_msg(
    msg: &OKXBookMsg,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    action: &OKXBookAction,
    ts_init: UnixNanos,
) -> Result<OrderBookDeltas>
Expand description

Parses an OKX book message into Nautilus order book deltas.