pub fn parse_bbo_event(
event: &BestBidAskStreamEvent,
instrument: &InstrumentAny,
ts_init: UnixNanos,
) -> Result<QuoteTick>Expand description
Parses a best bid/ask event into a QuoteTick using the supplied adapter
initialization timestamp.
ยงErrors
Returns an error if:
- A price is out of range or a reserved sentinel value.
- A quantity is negative or out of range.