py_stream_tardis_batched_deltas

nautilus_tardis::python::csv

Function py_stream_tardis_batched_deltas 

Source 
pub fn py_stream_tardis_batched_deltas(
    filepath: PathBuf,
    chunk_size: usize,
    price_precision: Option<u8>,
    size_precision: Option<u8>,
    instrument_id: Option<InstrumentId>,
    limit: Option<usize>,
) -> PyResult<TardisBatchedDeltasStreamIterator>
Expand description

Streams batched order book deltas from a Tardis CSV file.

ยงErrors

Returns a Python error if loading or parsing the CSV file fails.