decode_cmbp1_msg

nautilus_databento::decode

Function decode_cmbp1_msg 

Source 
pub fn decode_cmbp1_msg(
    msg: &Cmbp1Msg,
    instrument_id: InstrumentId,
    price_precision: u8,
    ts_init: Option<UnixNanos>,
    include_trades: bool,
) -> Result<(Option<QuoteTick>, Option<TradeTick>)>
Expand description

Decodes a Databento CMBP1 (Consolidated Market by Price Level 1) message.

Returns a tuple containing an optional QuoteTick and an optional TradeTick. Returns None for the quote if either bid or ask price is undefined (i64::MAX).

ยงErrors

Returns an error if decoding the CMBP1 message fails.