diff --git a/src/market_data/realtime.rs b/src/market_data/realtime.rs index 335b3294..ab1dbbcb 100644 --- a/src/market_data/realtime.rs +++ b/src/market_data/realtime.rs @@ -44,9 +44,9 @@ pub struct BidAsk { /// tick-by-tick real-time tick ask price pub ask_price: f64, /// tick-by-tick real-time tick bid size - pub bid_size: i64, + pub bid_size: f64, /// tick-by-tick real-time tick ask size - pub ask_size: i64, + pub ask_size: f64, /// tick-by-tick real-time bid/ask tick attribs (bit 0 - bid past low, bit 1 - ask past high) pub bid_ask_attribute: BidAskAttribute, } diff --git a/src/market_data/realtime/decoders.rs b/src/market_data/realtime/decoders.rs index e8debe25..5b6349b8 100644 --- a/src/market_data/realtime/decoders.rs +++ b/src/market_data/realtime/decoders.rs @@ -71,8 +71,8 @@ pub(super) fn decode_bid_ask_tick(message: &mut ResponseMessage) -> Result