pub fn decode_tbbo_msg(
msg: &TbboMsg,
instrument_id: InstrumentId,
price_precision: u8,
ts_init: Option<UnixNanos>,
) -> Result<(Option<QuoteTick>, TradeTick)>Expand description
Decodes a Databento TBBO (Top of Book with Trade) message into quote and trade ticks.
Returns None for the quote if either bid or ask price is undefined (i64::MAX).
The trade is always returned.
ยงErrors
Returns an error if decoding the TBBO message fails.