decode_mbo_msg

nautilus_databento::decode

Function decode_mbo_msg 

Source 
pub fn decode_mbo_msg(
    msg: &MboMsg,
    instrument_id: InstrumentId,
    price_precision: u8,
    ts_init: Option<UnixNanos>,
    include_trades: bool,
) -> Result<(Option<OrderBookDelta>, Option<TradeTick>)>
Expand description

ยงErrors

Returns an error if decoding the MBO message fails.