decode_tbbo_msg

nautilus_databento::decode

Function decode_tbbo_msg 

Source 
pub fn decode_tbbo_msg(
    msg: &TbboMsg,
    instrument_id: InstrumentId,
    price_precision: u8,
    ts_init: Option<UnixNanos>,
) -> Result<(QuoteTick, TradeTick)>
Expand description

Decodes a Databento TBBO (Top of Book with Trade) message into quote and trade ticks.

ยงErrors

Returns an error if decoding the TBBO message fails.