decode_mbo_msg

Function decode_mbo_msg 

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

Decodes a Databento MBO (Market by Order) message into an order book delta or trade.

Returns a tuple containing either an OrderBookDelta or a TradeTick, depending on whether the message represents an order book update or a trade execution.

ยงErrors

Returns an error if decoding the MBO message fails.