decode_cbbo_msg

nautilus_databento::decode

Function decode_cbbo_msg 

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

Decodes a Databento CBBO (Consolidated Best Bid and Offer) message.

Returns None if either bid or ask price is undefined (i64::MAX).

ยงErrors

Returns an error if decoding the CBBO message fails.