Function quote
pub fn quote(
instrument: &InstrumentId,
bids: &[Order],
asks: &[Order],
broker_ts: Option<&Timestamp>,
now: Instant,
) -> QuoteExpand description
The best bid and the best ask of a broker order book message.
T-Bank has no quote stream: a quote is the first level of each side. A side with no orders is
None.