nautilus_coinbase_intx::websocket::parse

Function parse_quote_msg

Source 
pub fn parse_quote_msg(
    msg: &CoinbaseIntxWsQuoteMsg,
    instrument_id: InstrumentId,
    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> Result<QuoteTick>
Expand description

Parses a level 1 quote message into QuoteTick.

§Errors

Returns an error if any price or size value cannot be parsed.