nautilus_serialization/

lib.rs

// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

//! Data serialization and format conversion for [NautilusTrader](https://nautilustrader.io).
//!
//! The `nautilus-serialization` crate provides data serialization capabilities for converting
//! trading data between different formats including Apache Arrow, JSON, MessagePack, and SBE.
//! 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**: Data interchange between Arrow and native types.
//! - **SBE decode utilities**: Zero-copy cursor and shared decode errors for SBE parsers (requires `sbe` feature).
//!
//! # NautilusTrader
//!
//! [NautilusTrader](https://nautilustrader.io) is an open-source, production-grade, Rust-native
//! engine for multi-asset, multi-venue trading systems.
//!
//! The system spans research, deterministic simulation, and live execution within a single
//! event-driven architecture, providing research-to-live semantic parity.
//!
//! # 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](https://pypi.org/project/nautilus_trader) Python package,
//! or as part of a Rust only build.
//!
//! - `arrow`: Enables Apache Arrow schema definitions and RecordBatch encoding/decoding.
//! - `arrow-display`: Enables display-friendly Arrow encoders for market data and requires `arrow`.
//! - `extension-module`: Builds as a Python extension module.
//! - `high-precision`: Enables
//!   [high-precision mode](https://nautilustrader.io/docs/nightly/getting_started/installation/#precision-mode)
//!   to use 128-bit value types.
//! - `python`: Enables Python bindings from [PyO3](https://pyo3.rs).
//! - `sbe`: Enables generic SBE (Simple Binary Encoding) decode utilities.
//!
//! **Warning:** SBE schemas are not yet stable and may break between releases.

#![warn(rustc::all)]
#![warn(clippy::pedantic)]
#![allow(
    clippy::manual_let_else,
    clippy::option_if_let_else,
    clippy::or_fun_call,
    clippy::redundant_else,
    clippy::similar_names,
    clippy::single_match_else,
    reason = "workspace policy; generated by scripts/update-clippy-allowances.py"
)]
#![warn(clippy::clone_on_ref_ptr)]
#![deny(unsafe_code)]
#![deny(unsafe_op_in_unsafe_fn)]
#![deny(nonstandard_style)]
#![deny(missing_debug_implementations)]
#![deny(clippy::missing_errors_doc)]
#![deny(clippy::missing_panics_doc)]
#![deny(rustdoc::broken_intra_doc_links)]
#![allow(
    clippy::doc_markdown,
    reason = "serialization docs are heavy on Arrow and domain-specific type names where blanket backticks add noise"
)]
#![allow(
    clippy::too_many_lines,
    reason = "wide encode and decode functions mirror protocol schemas and Arrow record layouts"
)]
#![allow(
    clippy::implicit_hasher,
    reason = "serialization metadata uses a standardized HashMap<String, String> shape across traits and codecs"
)]
#![allow(
    clippy::cast_possible_truncation,
    clippy::cast_possible_wrap,
    clippy::cast_precision_loss,
    clippy::cast_sign_loss,
    clippy::cast_lossless,
    reason = "wire-format and fixed-point conversions in serialization code require explicit numeric casts"
)]
#![allow(
    clippy::assert_is_empty,
    reason = "`assert!(x.is_empty())` is clearer than comparing against an empty value"
)]
#![cfg_attr(
    test,
    allow(
        clippy::float_cmp,
        reason = "serialization tests assert exact float encodings and decoded values"
    )
)]

#[cfg(feature = "arrow")]
pub mod arrow;

/// Re-export custom data registration for use by persistence and tests.
#[cfg(feature = "arrow")]
pub use arrow::custom::ensure_custom_data_registered;
/// Re-exports MsgPack codecs for consumers configuring serialization through this crate.
pub use nautilus_core::serialization::msgpack;

#[cfg(feature = "sbe")]
pub mod sbe;

#[cfg(feature = "sbe")]
mod numeric;

#[cfg(feature = "python")]
pub mod python;

/// Generates typed Arrow encoding for custom data.
#[cfg(feature = "arrow")]
pub use nautilus_macros::arrow_custom_data;