Serialization

bars_to_arrow_record_batch_bytes(data)

Converts a vector of Bar into an Arrow RecordBatch.

# Errors

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

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: EncodingError::EmptyData. - Instrument IDs differ, or non-clear precision metadata differs:

EncodingError::MixedMetadata.

• Encoding fails: EncodingError::ArrowError.

book_depth10_to_arrow_record_batch_bytes(data)

Converts a vector of OrderBookDepth10 into an Arrow RecordBatch.

# Errors

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

get_arrow_schema_map(cls)

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

# Errors

Returns a PyErr 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: EncodingError::EmptyData. - Metadata differs between rows: EncodingError::MixedMetadata. - Encoding fails: EncodingError::ArrowError.

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: EncodingError::EmptyData. - Metadata differs between rows: EncodingError::MixedMetadata. - Encoding fails: EncodingError::ArrowError.

instrument_status_from_arrow_record_batch_bytes(data)

Decodes Arrow IPC bytes into a list of InstrumentStatus.

# Errors

Returns a PyErr 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: EncodingError::EmptyData. - Encoding fails: EncodingError::ArrowError.

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: EncodingError::EmptyData. - Metadata differs between rows: EncodingError::MixedMetadata. - Encoding fails: EncodingError::ArrowError.

option_greeks_from_arrow_record_batch_bytes(data)

Decodes Arrow IPC bytes into a list of OptionGreeks.

# Errors

Returns a PyErr 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: EncodingError::EmptyData. - Encoding fails: EncodingError::ArrowError.

pyobjects_to_arrow_record_batch_bytes(data)

Converts a vector of OrderBookDelta into an Arrow RecordBatch.

quotes_to_arrow_record_batch_bytes(data)

Converts a vector of QuoteTick into an Arrow RecordBatch.

# Errors

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

trades_to_arrow_record_batch_bytes(data)

Converts a vector of TradeTick into an Arrow RecordBatch.

# Errors

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