Function decode_mbp10_msg
Source pub fn decode_mbp10_msg(
msg: &Mbp10Msg,
instrument_id: InstrumentId,
price_precision: u8,
ts_init: Option<UnixNanos>,
) -> Result<OrderBookDepth10>
Expand description
§Errors
Returns an error if decoding the MBP10 message fails.
§Panics
Panics if the number of levels in msg.levels
is not exactly DEPTH10_LEN
.