pub fn decode_bbo_msg(
msg: &BboMsg,
instrument_id: InstrumentId,
price_precision: u8,
ts_init: Option<UnixNanos>,
) -> Result<QuoteTick>
Expand description
Decodes a Databento BBO (Best Bid and Offer) message into a QuoteTick
.
ยงErrors
Returns an error if decoding the BBO message fails.