pub fn decode_tcbbo_msg(
msg: &CbboMsg,
instrument_id: InstrumentId,
price_precision: u8,
ts_init: Option<UnixNanos>,
) -> Result<(QuoteTick, TradeTick)>
Expand description
Decodes a Databento TCBBO (Consolidated Top of Book with Trade) message.
Returns a tuple containing both a QuoteTick
and a TradeTick
.
ยงErrors
Returns an error if decoding the TCBBO message fails.