decode_tcbbo_msg

Function decode_tcbbo_msg 

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

Decodes a Databento TCBBO (Consolidated Top of Book with Trade) message.

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 TCBBO message fails.