Expand description
Defines the Apache Arrow schema for Nautilus types.
Modules§
Enums§
Constants§
Traits§
- Arrow
Schema Provider - Provides Apache Arrow schema definitions for data types.
- Decode
Data From Record Batch - Decodes raw Data objects from Apache Arrow RecordBatch format.
- Decode
From Record Batch - Decodes data types from Apache Arrow RecordBatch format.
- Encode
ToRecord Batch - Encodes data types to Apache Arrow RecordBatch format.
- Write
Stream - Writes RecordBatch data to output streams.
Functions§
- bars_
to_ arrow_ record_ batch_ bytes - Converts a vector of
Barinto an ArrowRecordBatch. - book_
deltas_ to_ arrow_ record_ batch_ bytes - Converts a vector of
OrderBookDeltainto an ArrowRecordBatch. - book_
depth10_ to_ arrow_ record_ batch_ bytes - Converts a vector of
OrderBookDepth10into an ArrowRecordBatch. - extract_
column - Extracts and downcasts the specified
column_keycolumn from an Arrow array slice. - index_
prices_ to_ arrow_ record_ batch_ bytes - Converts a vector of
IndexPriceUpdateinto an ArrowRecordBatch. - instrument_
closes_ to_ arrow_ record_ batch_ bytes - Converts a vector of
InstrumentCloseinto an ArrowRecordBatch. - mark_
prices_ to_ arrow_ record_ batch_ bytes - Converts a vector of
MarkPriceUpdateinto an ArrowRecordBatch. - quotes_
to_ arrow_ record_ batch_ bytes - Converts a vector of
QuoteTickinto an ArrowRecordBatch. - trades_
to_ arrow_ record_ batch_ bytes - Converts a vector of
TradeTickinto an ArrowRecordBatch.