pub fn decode_cbbo_msg(
msg: &CbboMsg,
instrument_id: InstrumentId,
price_precision: u8,
ts_init: Option<UnixNanos>,
) -> Result<QuoteTick>
Expand description
Decodes a Databento CBBO (Consolidated Best Bid and Offer) message.
Returns a QuoteTick
representing the consolidated best bid and offer.
ยงErrors
Returns an error if decoding the CBBO message fails.