pub fn encode_depth10(
data: &[OrderBookDepth10],
) -> Result<RecordBatch, ArrowError>Expand description
Encodes depth-10 snapshots as a display-friendly Arrow [RecordBatch].
Emits Float64 columns per level for prices and sizes, UInt32 columns
per level for counts, a Utf8 instrument_id column, and
Timestamp(Nanosecond) columns for event and init times. Mixed-instrument
batches are supported. Precision is lost on the conversion to f64; use
crate::arrow::book_depth10_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.