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py_load_coinapi_quotes

Function py_load_coinapi_quotes 

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

Loads quote ticks from a CoinAPI T-QUOTES flat file, inferring each precision not given.

ยงErrors

Returns an error if the file cannot be read or a row is invalid. Python receives a ValueError.