load_funding_rates

Function load_funding_rates 

Source
pub fn load_funding_rates<P: AsRef<Path>>(
    filepath: P,
    instrument_id: Option<InstrumentId>,
    limit: Option<usize>,
) -> Result<Vec<FundingRateUpdate>, Box<dyn Error>>
Expand description

Loads FundingRateUpdates from a Tardis format derivative ticker CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”.

This function parses the funding_rate, predicted_funding_rate, and funding_timestamp fields from derivative ticker data to create funding rate updates.

§Errors

Returns an error if the file cannot be opened, read, or parsed as CSV.