nautilus_tardis::csv

Function load_deltas

Source 
pub fn load_deltas<P: AsRef<Path>>(
    filepath: P,
    price_precision: Option<u8>,
    size_precision: Option<u8>,
    instrument_id: Option<InstrumentId>,
    limit: Option<usize>,
) -> Result<Vec<OrderBookDelta>, Box<dyn Error>>
Expand description

Loads [OrderBookDelta]s from a Tardis format CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”.