decode_tcbbo_msg

nautilus_databento::decode

Function decode_tcbbo_msg 

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

Decodes a Databento TCBBO (Consolidated Top of Book with Trade) message.

Returns a tuple containing both a QuoteTick and a TradeTick.

ยงErrors

Returns an error if decoding the TCBBO message fails.