Crate nautilus_serialization 

Data serialization and format conversion for NautilusTrader.

The nautilus-serialization crate provides comprehensive data serialization capabilities for converting trading data between different formats including Apache Arrow and Cap’n Proto. This enables efficient data storage, retrieval, and interoperability across different systems:

• Apache Arrow integration: Schema definitions and encoding/decoding for market data types.
• Parquet file operations: High-performance columnar storage for historical data analysis.
• Record batch processing: Efficient batch operations for time-series data.
• Schema management: Type-safe schema definitions with metadata preservation.
• Cross-format conversion: Seamless data interchange between Arrow, Cap’n Proto, and native types.
• Cap’n Proto serialization: Zero-copy, schema-based serialization for efficient data interchange (requires capnp feature).

Platform

NautilusTrader is an open-source, high-performance, production-grade algorithmic trading platform, providing quantitative traders with the ability to backtest portfolios of automated trading strategies on historical data with an event-driven engine, and also deploy those same strategies live, with no code changes.

NautilusTrader’s design, architecture, and implementation philosophy prioritizes software correctness and safety at the highest level, with the aim of supporting mission-critical, trading system backtesting and live deployment workloads.

Feature flags

This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case, i.e. whether to provide Python bindings for the nautilus_trader Python package, or as part of a Rust only build.

• python: Enables Python bindings from PyO3.
• high-precision: Enables high-precision mode to use 128-bit value types.
• extension-module: Builds the crate as a Python extension module.
• capnp: Enables Cap’n Proto serialization support.

Modules

account_capnp

arrow

Defines the Apache Arrow schema for Nautilus types.

base_capnp

capnp

Cap’n Proto serialization for Nautilus types.

data_capnp

enums_capnp

identifiers_capnp

market_capnp

msgpack

Re-export MsgPack serialization helpers for consumers expecting to configure codecs via this crate. Provides MsgPack serialization support for types implementing Serializable.

order_capnp

position_capnp

python

Python bindings from PyO3.

trading_capnp

types_capnp