stream_batched_deltas

Function stream_batched_deltas 

Source
pub fn stream_batched_deltas<P: AsRef<Path>>(
    filepath: P,
    chunk_size: usize,
    price_precision: Option<u8>,
    size_precision: Option<u8>,
    instrument_id: Option<InstrumentId>,
    limit: Option<usize>,
) -> Result<impl Iterator<Item = Result<Vec<PyObject>>>>
Expand description

Streams Vec<PyObject>s (PyCapsule) from a Tardis format CSV at the given filepath, yielding chunks of the specified size.

ยงErrors

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