decode_mbp10_msg

nautilus_databento::decode

Function decode_mbp10_msg 

Source 
pub fn decode_mbp10_msg(
    msg: &Mbp10Msg,
    instrument_id: InstrumentId,
    price_precision: u8,
    ts_init: Option<UnixNanos>,
) -> Result<OrderBookDepth10>
Expand description

Decodes a Databento MBP10 (Market by Price 10 levels) message into an OrderBookDepth10.

ยงErrors

Returns an error if the number of levels in msg.levels is not exactly DEPTH10_LEN.