tardis_csv/
example_csv.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use std::path::Path;
17
18use nautilus_model::identifiers::InstrumentId;
19
20#[tokio::main]
21async fn main() {
22    // You must specify precisions and the CSV filepath
23    let price_precision = 1;
24    let size_precision = 0;
25    let filepath = Path::new("YOUR_CSV_DATA_PATH");
26
27    // Optionally specify an instrument ID and/or limit
28    let instrument_id = InstrumentId::from("BTC-PERPETUAL.DERIBIT");
29    let limit = None;
30
31    // Consider propagating any parsing error depending on your workflow
32    let _deltas = nautilus_tardis::csv::load_deltas(
33        filepath,
34        price_precision,
35        size_precision,
36        Some(instrument_id),
37        limit,
38    )
39    .unwrap();
40}
tardis_csv/example_csv.rs

tardis_csv/
example_csv.rs
