stream_funding_rates

Function stream_funding_rates 

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

Streams FundingRateUpdates from a Tardis derivative ticker CSV file, yielding chunks of the specified size.

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

ยงErrors

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