Function parse_book_msg_as_deltas

pub fn parse_book_msg_as_deltas(
    bids: Vec<BookLevel>,
    asks: Vec<BookLevel>,
    is_snapshot: bool,
    price_precision: u8,
    size_precision: u8,
    instrument_id: InstrumentId,
    timestamp: DateTime<Utc>,
    local_timestamp: DateTime<Utc>,
) -> Result<OrderBookDeltas_API>

Parse raw book levels into order book deltas, returning error for invalid timestamps. Parse raw book levels into order book deltas.

Errors

Returns an error if timestamp fields cannot be converted to nanoseconds.