parse_book_msg_vec

nautilus_okx::websocket::parse

Function parse_book_msg_vec 

Source 
pub fn parse_book_msg_vec(
    data: Vec<OKXBookMsg>,
    instrument_id: &InstrumentId,
    price_precision: u8,
    size_precision: u8,
    action: OKXBookAction,
    ts_init: UnixNanos,
) -> Result<Vec<Data>>
Expand description

Parses vector of OKX book messages into Nautilus order book deltas.