pub fn decode_nautilus_instrument_id(
record: &RecordRef<'_>,
metadata: &mut MetadataCache,
publisher_venue_map: &IndexMap<PublisherId, Venue>,
symbol_venue_map: &AHashMap<Symbol, Venue>,
) -> Result<InstrumentId>
Expand description
Decodes a Databento record into a Nautilus InstrumentId
.
ยงErrors
Returns an error if:
- The publisher cannot be extracted from the record.
- The publisher ID is not found in the venue map.
- The underlying instrument ID mapping fails.