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py_load_coinapi_trades

Function py_load_coinapi_trades 

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

Loads trade ticks from a CoinAPI T-TRADES 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.