nautilus_tardis::machine::parse

Function parse_book_level

Source 
pub fn parse_book_level(
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    side: OrderSide,
    level: BookLevel,
    is_snapshot: bool,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> OrderBookDelta
Expand description

Parse a single book level into an order book delta.

§Panics

Panics if a non-delete action has a zero size after normalization.