decode_imbalance_msg

nautilus_databento::decode

Function decode_imbalance_msg 

Source 
pub fn decode_imbalance_msg(
    msg: &ImbalanceMsg,
    instrument_id: InstrumentId,
    price_precision: u8,
    ts_init: Option<UnixNanos>,
) -> Result<DatabentoImbalance>
Expand description

Decodes a Databento imbalance message into a DatabentoImbalance event.

ยงErrors

Returns an error if constructing DatabentoImbalance fails.