pub fn encode_deltas(data: &[OrderBookDelta]) -> Result<RecordBatch, ArrowError>Expand description
Encodes order book deltas as a display-friendly Arrow [RecordBatch].
Prices and sizes render as Float64, action and side render as Utf8
via their Display implementations, and order_id becomes Utf8 so
numerically large IDs survive display in dashboards. Mixed-instrument
batches are supported. Precision is lost on the conversion to f64;
use crate::arrow::book_deltas_to_arrow_record_batch_bytes for catalog
storage.
Returns an empty [RecordBatch] with the correct schema when data is empty.
ยงErrors
Returns an [ArrowError] if the Arrow RecordBatch cannot be constructed.