parse_quote_msg

nautilus_okx::websocket::parse

Function parse_quote_msg 

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

Parses an OKX book message into a Nautilus quote tick.

ยงErrors

Returns an error if any quote levels contain values that cannot be parsed.