pub fn decode_statistics_msg(
msg: &StatMsg,
instrument_id: InstrumentId,
price_precision: u8,
ts_init: Option<UnixNanos>,
) -> Result<DatabentoStatistics>
Expand description
Decodes a Databento statistics message into a DatabentoStatistics
event.
ยงErrors
Returns an error if constructing DatabentoStatistics
fails or if msg.stat_type
or
msg.update_action
is not a valid enum variant.