Skip to main content

py_convert_tardis_options_chain_csv

Function py_convert_tardis_options_chain_csv 

Source
pub fn py_convert_tardis_options_chain_csv(
    py: Python<'_>,
    filepaths: Vec<PathBuf>,
    catalog_path: PathBuf,
    underlyings: Option<Vec<String>>,
    snapshot_interval_ms: Option<u64>,
    extract_bbo_as_quotes: bool,
    write_instruments: bool,
    price_precision: Option<u8>,
    size_precision: Option<u8>,
) -> PyResult<()>
Expand description

Converts Tardis options_chain CSV files into a Nautilus catalog.

ยงErrors

Returns a Python error if parsing, instrument derivation, or catalog writing fails.