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encode_order_fills

nautilus_serialization::arrow::display::order_filled

Function encode_order_fills 

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

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

Emits Float64 columns for last_qty and last_px, Timestamp(Nanosecond) columns for event and init times, and Utf8 columns for identifiers and enums. Commission renders as its Display representation (e.g. "100.50 USD"). Mixed-instrument batches are supported.

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

ยงErrors

Returns an [ArrowError] if the Arrow RecordBatch cannot be constructed.