Function load_deltas 

pub fn load_deltas(
    path: impl AsRef<Path>,
    instrument_id: InstrumentId,
    date: Option<Date>,
    price_precision: Option<u8>,
    size_precision: Option<u8>,
    limit: Option<usize>,
) -> Result<Vec<OrderBookDelta>>

Loads [OrderBookDelta]s from a T-LIMITBOOK_FULL file.

Rows carry only a time of day, so each timestamp falls on date, or on the date of the file’s D-YYYYMMDD or D-YYYYMMDDHH partition when date is None. Infers each precision not given from every value read.

Errors

Returns an error if no date is given or found in the path, the file cannot be read, a column is missing, or a row is invalid.