Module load

nautilus_tardis::csv

Module load 

Source

Functions§

load_deltas
Loads [OrderBookDelta]s from a Tardis format CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”. Load order book delta records from a CSV or gzipped CSV file.
load_depth10_from_snapshot5
Loads [OrderBookDepth10]s from a Tardis format CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”. Load order book depth-10 snapshots (5-level) from a CSV or gzipped CSV file.
load_depth10_from_snapshot25
Loads [OrderBookDepth10]s from a Tardis format CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”. Load order book depth-10 snapshots (25-level) from a CSV or gzipped CSV file.
load_funding_rates
Loads [FundingRateUpdate]s from a Tardis format derivative ticker CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”.
load_quotes
Loads [QuoteTick]s from a Tardis format CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”. Load quote ticks from a CSV or gzipped CSV file.
load_trades
Loads [TradeTick]s from a Tardis format CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”. Load trade ticks from a CSV or gzipped CSV file.