pub fn py_stream_coinapi_deltas(
filepath: PathBuf,
instrument_id: InstrumentId,
date: Option<Date>,
chunk_size: usize,
price_precision: Option<u8>,
size_precision: Option<u8>,
limit: Option<usize>,
) -> PyResult<CoinApiDeltaStreamIterator>Expand description
Streams order book deltas from a CoinAPI T-LIMITBOOK_FULL flat file in chunks.
A chunk ends only at the end of an event, so it can exceed chunk_size, unless a limit ends
it partway through one. Dates rows as
load_coinapi_deltas does, infers each precision not given from the leading rows, and raises
for a later value that would need rounding.
ยงErrors
Returns an error if chunk_size is outside [1, 1_000_000], no date is known, or the file cannot
be opened. Python receives a ValueError.