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encode_index_prices

nautilus_serialization::arrow::display::index_price

Function encode_index_prices 

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

Encodes index price updates as a display-friendly Arrow [RecordBatch].

Emits a Float64 value column, 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::index_prices_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.