decode_mbp1_msg

nautilus_databento::decode

Function decode_mbp1_msg 

Source 
pub fn decode_mbp1_msg(
    msg: &Mbp1Msg,
    instrument_id: InstrumentId,
    price_precision: u8,
    ts_init: Option<UnixNanos>,
    include_trades: bool,
) -> Result<(QuoteTick, Option<TradeTick>)>
Expand description

Decodes a Databento MBP1 (Market by Price Level 1) message into quote and optional trade ticks.

ยงErrors

Returns an error if decoding the MBP1 message fails.