Function load_depth10_from_snapshot25

pub fn load_depth10_from_snapshot25<P: AsRef<Path>>(
    filepath: P,
    price_precision: Option<u8>,
    size_precision: Option<u8>,
    instrument_id: Option<InstrumentId>,
    limit: Option<usize>,
) -> Result<Vec<OrderBookDepth10>, Box<dyn Error>>

Loads [OrderBookDepth10]s from a Tardis format CSV at the given filepath, automatically applying GZip decompression for files ending in “.gz”. Load order book depth-10 snapshots (25-level) from a CSV or gzipped CSV file.

Errors

Returns an error if the file cannot be opened, read, or parsed as CSV.

Panics

Panics if a record level cannot be parsed to depth-10.