parse_quote_msg_vec

nautilus_okx::websocket::parse

Function parse_quote_msg_vec 

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

Parses vector of OKX book messages into Nautilus quote ticks.