Tardis¶

class ReplayNormalizedRequestOptions¶

Bases: object

The options that can be specified for calling Tardis Machine Server’s replay-normalized.

static from_json(data)¶

static from_json_array(data)¶

class StreamNormalizedRequestOptions¶

Bases: object

The options that can be specified for calling Tardis Machine Server’s stream-normalized.

static from_json(data)¶

static from_json_array(data)¶

class TardisDataClientConfig¶

Bases: object

Configuration for the Tardis data client.

extract_bbo_as_quotes¶

has_proxy_url¶

normalize_symbols¶

options¶

stream_options¶

tardis_ws_url¶

class TardisDataClientFactory¶

Bases: object

Factory for creating Tardis data clients.

name()¶

convert_tardis_options_chain_csv(filepaths, catalog_path, underlyings=None, snapshot_interval_ms=None, extract_bbo_as_quotes=True, write_instruments=True, price_precision=None, size_precision=None)¶

Converts Tardis options_chain CSV files into a Nautilus catalog.

# Errors

Returns a Python error if parsing, instrument derivation, or catalog writing fails.

load_tardis_deltas(filepath, price_precision=None, size_precision=None, instrument_id=None, limit=None)¶

# Errors

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

load_tardis_depth10_from_snapshot5(filepath, price_precision=None, size_precision=None, instrument_id=None, limit=None)¶

# Errors

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

load_tardis_depth10_from_snapshot25(filepath, price_precision=None, size_precision=None, instrument_id=None, limit=None)¶

# Errors

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

load_tardis_funding_rates(filepath, instrument_id=None, limit=None)¶

# Errors

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

load_tardis_options_chain(filepath, underlyings=None, price_precision=None, size_precision=None, limit=None)¶

# Errors

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

load_tardis_quotes(filepath, price_precision=None, size_precision=None, instrument_id=None, limit=None)¶

# Errors

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

load_tardis_trades(filepath, price_precision=None, size_precision=None, instrument_id=None, limit=None)¶

# Errors

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

run_tardis_machine_replay(config_filepath)¶

Run the Tardis Machine replay as an async Python future.

# Errors

Returns a PyErr if reading the config file or replay execution fails.

stream_tardis_batched_deltas(filepath, chunk_size=100000, price_precision=None, size_precision=None, instrument_id=None, limit=None)¶

Streams batched order book deltas from a Tardis CSV file.

# Errors

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

stream_tardis_deltas(filepath, chunk_size=100000, price_precision=None, size_precision=None, instrument_id=None, limit=None)¶

Streams order book deltas from a Tardis CSV file.

# Errors

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

stream_tardis_depth10_from_snapshot5(filepath, chunk_size=100000, price_precision=None, size_precision=None, instrument_id=None, limit=None)¶

Streams order book depth10 from a Tardis snapshot5 CSV file.

# Errors

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

stream_tardis_depth10_from_snapshot25(filepath, chunk_size=100000, price_precision=None, size_precision=None, instrument_id=None, limit=None)¶

Streams order book depth10 from a Tardis snapshot25 CSV file.

# Errors

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

stream_tardis_funding_rates(filepath, chunk_size=100000, instrument_id=None, limit=None)¶

Streams funding rate updates from a Tardis derivative ticker CSV file.

# Errors

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

stream_tardis_options_chain(filepath, chunk_size=100000, underlyings=None, price_precision=None, size_precision=None, limit=None)¶

Streams Tardis options chain rows from a CSV file.

# Errors

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

stream_tardis_quotes(filepath, chunk_size=100000, price_precision=None, size_precision=None, instrument_id=None, limit=None)¶

Streams quote ticks from a Tardis CSV file.

# Errors

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

stream_tardis_trades(filepath, chunk_size=100000, price_precision=None, size_precision=None, instrument_id=None, limit=None)¶

Streams trade ticks from a Tardis CSV file.

# Errors

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