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decode_depth

nautilus_binance::spot::http::parse

Function decode_depth 

Source 
pub fn decode_depth(buf: &[u8]) -> Result<BinanceDepth, SbeDecodeError>
Expand description

Decode a depth response.

Returns the order book depth with bids and asks.

ยงErrors

Returns an error if:

  • The buffer is too short.
  • The schema ID or template ID does not match.
  • The group count exceeds the limit.
  • A group block is shorter than its fixed entry width.