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.