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 OrderBookDelta
s 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.