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.