Struct TardisOptionsChainCSVConverterConfig 

pub struct TardisOptionsChainCSVConverterConfig {
    pub filepaths: Vec<PathBuf>,
    pub catalog_path: PathBuf,
    pub underlyings: Option<Vec<String>>,
    pub snapshot_interval: Option<Duration>,
    pub extract_bbo_as_quotes: bool,
    pub write_instruments: bool,
    pub price_precision: Option<u8>,
    pub size_precision: Option<u8>,
}

Configuration for converting Tardis options_chain CSV files into a Nautilus catalog.

Fields

filepaths: Vec<PathBuf>

Tardis daily options_chain CSV file paths, processed in order.

catalog_path: PathBuf

Nautilus catalog path.

underlyings: Option<Vec<String>>

Optional underlying prefixes, such as BTC-.

snapshot_interval: Option<Duration>

Optional thinning interval. Keeps the last row per instrument per bucket.

extract_bbo_as_quotes: bool

Whether to emit quotes from best bid/offer fields.

write_instruments: bool

Whether to derive and write instrument definitions from the CSV rows.

price_precision: Option<u8>

Optional explicit price precision.

size_precision: Option<u8>

Optional explicit size precision.

Implementations

impl TardisOptionsChainCSVConverterConfig

pub fn builder() -> TardisOptionsChainCSVConverterConfigBuilder

Create an instance of TardisOptionsChainCSVConverterConfig using the builder syntax

Trait Implementations

impl Clone for TardisOptionsChainCSVConverterConfig

fn clone(&self) -> TardisOptionsChainCSVConverterConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for TardisOptionsChainCSVConverterConfig

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.