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decode_statistics_msg

Function decode_statistics_msg 

Source
pub fn decode_statistics_msg(
    msg: &StatMsg,
    instrument_id: InstrumentId,
    price_precision: u8,
    ts_init: Option<UnixNanos>,
) -> Result<Option<DatabentoStatistics>>
Expand description

Decodes a Databento statistics message into a DatabentoStatistics event.

ยงErrors

Returns an error if constructing DatabentoStatistics fails or if msg.update_action is not a valid enum variant.

Returns Ok(None) when msg.stat_type does not map to a Nautilus variant: covers VenueSpecificVolume1 (10001) and VenueSpecificPrice1 (10002), which exceed the u8 Arrow column width, plus any future dbn value.