py_stream_tardis_depth10_from_snapshot25

Function py_stream_tardis_depth10_from_snapshot25 

Source
pub fn py_stream_tardis_depth10_from_snapshot25(
    filepath: PathBuf,
    chunk_size: usize,
    price_precision: Option<u8>,
    size_precision: Option<u8>,
    instrument_id: Option<InstrumentId>,
    limit: Option<usize>,
) -> PyResult<TardisDepth10StreamIterator>
Expand description

Streams order book depth10 from a Tardis snapshot25 CSV file.

ยงErrors

Returns a Python error if loading or parsing the CSV file fails.