Serialization

Serialization for domain types.

bars_to_arrow_record_batch_bytes(data)

Converts a vector of Bar into an Arrow RecordBatch.

# Errors

Returns an error if: - data is empty. - Metadata differs between rows. - Encoding fails.

book_deltas_to_arrow_record_batch_bytes(data)

Converts a vector of OrderBookDelta into an Arrow RecordBatch.

# Errors

Returns an error if: - data is empty. - Instrument IDs differ, or non-clear precision metadata differs. - Encoding fails.

book_depths_to_arrow_record_batch_bytes(data)

Converts a vector of OrderBookDepth into an Arrow RecordBatch.

# Errors

Returns an error if: - data is empty. - Metadata differs between rows. - Encoding fails.

get_arrow_schema_bytes(cls)

Returns an Arrow IPC stream containing the Rust schema for the given data class.

# Errors

Returns an error if the class name is not recognized or schema serialization fails.

get_arrow_schema_map(cls)

Returns a mapping from field names to Arrow data types for the given Rust data class.

# Errors

Returns an error if the class name is not recognized or schema extraction fails.

index_prices_to_arrow_record_batch_bytes(data)

Converts a vector of IndexPriceUpdate into an Arrow RecordBatch.

# Errors

Returns an error if: - data is empty. - Metadata differs between rows. - Encoding fails.

instrument_closes_to_arrow_record_batch_bytes(data)

Converts a vector of InstrumentClose into an Arrow RecordBatch.

# Errors

Returns an error if: - data is empty. - Metadata differs between rows. - Encoding fails.

instrument_status_from_arrow_record_batch_bytes(data)

Decodes Arrow IPC bytes into a list of InstrumentStatus.

# Errors

Returns an error if decoding fails.

instrument_status_to_arrow_record_batch_bytes(data)

Converts a vector of InstrumentStatus into an Arrow RecordBatch.

# Errors

Returns an error if: - data is empty. - Metadata differs between rows. - Encoding fails.

mark_prices_to_arrow_record_batch_bytes(data)

Converts a vector of MarkPriceUpdate into an Arrow RecordBatch.

# Errors

Returns an error if: - data is empty. - Metadata differs between rows. - Encoding fails.

option_greeks_from_arrow_record_batch_bytes(data)

Decodes Arrow IPC bytes into a list of OptionGreeks.

# Errors

Returns an error if decoding fails.

option_greeks_to_arrow_record_batch_bytes(data)

Converts a vector of OptionGreeks into an Arrow RecordBatch.

# Errors

Returns an error if: - data is empty. - Metadata differs between rows. - Encoding fails.

pyobjects_to_arrow_record_batch_bytes(data)

Encodes supported Nautilus data or record objects as an Arrow IPC stream.

# Errors

Returns an error if: - data is empty. - data contains unsupported or incompatible objects. - GreeksData records have different instrument IDs. - Arrow encoding or IPC serialization fails.

quotes_to_arrow_record_batch_bytes(data)

Converts a vector of QuoteTick into an Arrow RecordBatch.

# Errors

Returns an error if: - data is empty. - Metadata differs between rows. - Encoding fails.

trades_to_arrow_record_batch_bytes(data)

Converts a vector of TradeTick into an Arrow RecordBatch.

# Errors

Returns an error if: - data is empty. - Metadata differs between rows. - Encoding fails.