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build_option_summary

Function build_option_summary 

Source
async fn build_option_summary(
    instrument: &Instrument,
    all_spot_prices: &HashMap<String, f64>,
    bulk_mark_ivs: &HashMap<String, f64>,
    reference_asks: &HashMap<String, BboReferenceData>,
    reference_theos: &HashMap<String, Vec<HistoricalTheoPoint>>,
    cutoff_ms: i64,
    greeks_cache: &dyn GreeksCacheReader,
    quote_provider: &dyn QuoteProvider,
    indicative_cache: Option<&IndicativeQuoteCache>,
) -> Result<OptionSummary>