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py_load_coinapi_deltas

Function py_load_coinapi_deltas 

Source
pub fn py_load_coinapi_deltas(
    filepath: PathBuf,
    instrument_id: InstrumentId,
    date: Option<Date>,
    price_precision: Option<u8>,
    size_precision: Option<u8>,
    limit: Option<usize>,
) -> PyResult<Vec<OrderBookDelta>>
Expand description

Loads order book deltas from a CoinAPI T-LIMITBOOK_FULL flat file.

Rows fall on date, or on the date of the file’s D-YYYYMMDD partition when date is None. Infers each precision not given.

§Errors

Returns an error if no date is known, the file cannot be read, or a row is invalid. Python receives a ValueError.