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 FundingRateUpdate
s 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.