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quote

Function quote 

pub fn quote(
    instrument: &InstrumentId,
    bids: &[Order],
    asks: &[Order],
    broker_ts: Option<&Timestamp>,
    now: Instant,
) -> Quote
Expand 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.