Module csv 

Loaders for CoinAPI Flat Files, the semicolon-delimited .csv.gz exports of the S3 API.

• load_trades, load_quotes, and load_deltas read a whole per-symbol file.
• stream_trades, stream_quotes, and stream_deltas read one in chunks.
• CoinApiOhlcvLoader reads an exchange-wide OHLCV file.

Values convert exactly from their text. A load infers each precision it is not given from every value it reads. A stream infers it from a leading sample and rejects a later value that would need rounding, so pass explicit precisions to stream values of unknown precision.

Structs

CoinApiOhlcvLoader

Loads [Bar]s from exchange-wide T-OHLCV_ACTIVE_CONSOLIDATED files.

Constants

STREAM_CHUNK_SIZE_MAX

The largest chunk_size a stream accepts.

Functions

load_deltas

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

load_quotes

Loads [QuoteTick]s from a T-QUOTES file.

load_trades

Loads [TradeTick]s from a T-TRADES file.

stream_deltas

Streams [OrderBookDelta]s from a T-LIMITBOOK_FULL file in chunks of about chunk_size.

stream_quotes

Streams [QuoteTick]s from a T-QUOTES file in chunks of up to chunk_size.

stream_trades

Streams [TradeTick]s from a T-TRADES file in chunks of up to chunk_size.