pub fn parse_quote_from_price_change(
quote: &PolymarketQuote,
instrument_id: InstrumentId,
price_precision: u8,
size_precision: u8,
price_increment: Price,
drop_quotes_missing_side: bool,
last_quote: Option<&QuoteTick>,
ts_event: UnixNanos,
ts_init: UnixNanos,
) -> Result<Option<QuoteTick>>Expand description
Parses a quote tick from a price change message using its best_bid/best_ask fields.
Returns None when either top-of-book side is absent or at the resolution
boundary and drop_quotes_missing_side is enabled.
Returns None for locked or crossed top-of-book prices.
Uses the changed level’s size when it matches the reported top on that side.
Otherwise, carries each previous size only when its price still matches the
reported top; moved or unknown sides have zero size.