decode_futures_spread

nautilus_databento::decode

Function decode_futures_spread 

Source 
pub fn decode_futures_spread(
    msg: &InstrumentDefMsg,
    instrument_id: InstrumentId,
    ts_init: Option<UnixNanos>,
) -> Result<FuturesSpread>
Expand description

Decodes a Databento instrument definition message into a FuturesSpread instrument.

ยงErrors

Returns an error if parsing or constructing FuturesSpread fails.