pub fn py_stream_coinapi_trades(
filepath: PathBuf,
instrument_id: InstrumentId,
chunk_size: usize,
price_precision: Option<u8>,
size_precision: Option<u8>,
limit: Option<usize>,
) -> PyResult<CoinApiTradeStreamIterator>Expand description
Streams trade ticks from a CoinAPI T-TRADES 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.