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.