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>lua_dolines(lua_State *L, char *fname, FILE *f, int *lineno) 
>to the Lua API in order to be able to execute Lua code from an already
>open file until '$' is encountered.

In Lua 5.0, chunks are loaded via a single API function, lua_load, which
receives a user function that handles blocks of bytes to Lua's core for
parsing (or undumping). This should make it easy to support applications
like the one you describe.