pub fn decode_cmbp1_msg(
msg: &Cmbp1Msg,
instrument_id: InstrumentId,
price_precision: u8,
ts_init: Option<UnixNanos>,
include_trades: bool,
) -> Result<(QuoteTick, Option<TradeTick>)>
Expand description
Decodes a Databento CMBP1 (Consolidated Market by Price Level 1) message.
Returns a tuple containing a QuoteTick
and an optional TradeTick
based on the message content.
ยงErrors
Returns an error if decoding the CMBP1 message fails.