Module stream

Module stream 

Source

Functionsยง

stream_batched_deltas
Streams Vec<PyObject>s (PyCapsule) from a Tardis format CSV at the given filepath, yielding chunks of the specified size.
stream_deltas
Streams [OrderBookDelta]s from a Tardis format CSV at the given filepath, yielding chunks of the specified size.
stream_depth10_from_snapshot5
Streams [OrderBookDepth10]s from a Tardis format CSV at the given filepath, yielding chunks of the specified size.
stream_depth10_from_snapshot25
Streams [OrderBookDepth10]s from a Tardis format CSV at the given filepath, yielding chunks of the specified size.
stream_funding_rates
Streams [FundingRateUpdate]s from a Tardis derivative ticker CSV file, yielding chunks of the specified size.
stream_quotes
Streams [QuoteTick]s from a Tardis format CSV at the given filepath, yielding chunks of the specified size.
stream_trades
Streams [TradeTick]s from a Tardis format CSV at the given filepath, yielding chunks of the specified size.