brokapi::bcs::map::market

Function map_quotes

pub fn map_quotes(data: &QuotesData, now: Instant) -> Quote

Expand description

Maps a quotes message to a [Quote].

The message has one volume, and it is put on both sides (bid and ask). A side the message does not carry is None, and a missing volume is 0. Whether that volume belongs to the bid, the ask or the last trade is not verified against the live API.

map_quotes

Function map_quotes Copy item path

Function map_quotes