Module stream

Module stream 

Source

Functionsยง

stream_batched_deltas
Streams Vec<PyObject>s (PyCapsule) from a Tardis format CSV at the given filepath, yielding chunks of the specified size.
stream_deltas
Streams OrderBookDeltas from a Tardis format CSV at the given filepath, yielding chunks of the specified size.
stream_depth10_from_snapshot5
Streams OrderBookDepth10s from a Tardis format CSV at the given filepath, yielding chunks of the specified size.
stream_depth10_from_snapshot25
Streams OrderBookDepth10s from a Tardis format CSV at the given filepath, yielding chunks of the specified size.
stream_funding_rates
Streams FundingRateUpdates from a Tardis derivative ticker CSV file, yielding chunks of the specified size.
stream_quotes
Streams QuoteTicks from a Tardis format CSV at the given filepath, yielding chunks of the specified size.
stream_trades
Streams TradeTicks from a Tardis format CSV at the given filepath, yielding chunks of the specified size.