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py_stream_tardis_depth_from_snapshot5

Function py_stream_tardis_depth_from_snapshot5 

Source
pub fn py_stream_tardis_depth_from_snapshot5(
    filepath: PathBuf,
    chunk_size: usize,
    price_precision: Option<u8>,
    size_precision: Option<u8>,
    instrument_id: Option<InstrumentId>,
    limit: Option<usize>,
) -> PyResult<TardisDepthStreamIterator>
Expand description

Streams order book depth from a Tardis snapshot5 CSV file.

ยงErrors

Returns a Python ValueError if chunk_size is outside [1, 1_000_000], or if loading or parsing the CSV file fails.