nautilus_tardis::csv

Function load_trade_ticks

Source 
pub fn load_trade_ticks<P: AsRef<Path>>(
    filepath: P,
    price_precision: u8,
    size_precision: u8,
    instrument_id: Option<InstrumentId>,
    limit: Option<usize>,
) -> Result<Vec<TradeTick>, Box<dyn Error>>
Expand description

Load [TradeTick]s from a Tardis format CSV at the given filepath.