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py_stream_coinapi_quotes

Function py_stream_coinapi_quotes 

Source
pub fn py_stream_coinapi_quotes(
    filepath: PathBuf,
    instrument_id: InstrumentId,
    chunk_size: usize,
    price_precision: Option<u8>,
    size_precision: Option<u8>,
    limit: Option<usize>,
) -> PyResult<CoinApiQuoteStreamIterator>
Expand description

Streams quote ticks from a CoinAPI T-QUOTES flat file in chunks.

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] or the file cannot be opened. Python receives a ValueError.