pub fn load_depth10_from_snapshot5<P: AsRef<Path>>(
filepath: P,
price_precision: u8,
size_precision: u8,
instrument_id: Option<InstrumentId>,
limit: Option<usize>,
) -> Result<Vec<OrderBookDepth10>, Box<dyn Error>>Expand description
Load [OrderBookDepth10]s from a Tardis format CSV at the given filepath.