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.