pub fn decode_mbp1_msg(
msg: &Mbp1Msg,
instrument_id: InstrumentId,
price_precision: u8,
ts_init: Option<UnixNanos>,
include_trades: bool,
) -> Result<(Option<QuoteTick>, Option<TradeTick>)>Expand description
Decodes a Databento MBP1 (Market by Price Level 1) message into quote and optional trade ticks.
Returns None for the quote if either bid or ask price is undefined (i64::MAX).
ยงErrors
Returns an error if decoding the MBP1 message fails.