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encode_order_status_reports

nautilus_serialization::arrow::display::report

Function encode_order_status_reports 

Source 
pub fn encode_order_status_reports(
    data: &[OrderStatusReport],
) -> Result<RecordBatch, ArrowError>
Expand description

Encodes order status reports as a display-friendly Arrow [RecordBatch].

Emits Float64 columns for quantities, prices, and offsets, Timestamp(Nanosecond) columns for all time fields, and Utf8 columns for identifiers and enums. Mixed-instrument batches are supported.

Returns an empty [RecordBatch] with the correct schema when data is empty.

ยงErrors

Returns an error if the Arrow RecordBatch cannot be constructed.