Module stream
Source - 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.