stream_deltas

Function stream_deltas 

Source
pub fn stream_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<OrderBookDelta>>>>
Expand description

Streams OrderBookDeltas from a Tardis format CSV at the given filepath, yielding chunks of the specified size.

§Precision Inference Warning

When using streaming with precision inference (not providing explicit precisions), the inferred precision may differ from bulk loading the entire file. This is because precision inference works within chunk boundaries, and different chunks may contain values with different precision requirements. For deterministic precision behavior, provide explicit price_precision and size_precision parameters.

§Errors

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