Expand description
Defines the Apache Arrow schema for Nautilus types.
Modules§
- account_
state - bar
- close
- custom
- Custom data: registration and dynamic decoding.
- delta
- depth
- display
- Display-mode Arrow encoders for Nautilus types.
- funding
- index_
price - instrument
- Arrow serialization for instruments.
- instrument_
status - json
- mark_
price - order_
event - position_
event - quote
- report
- snapshot
- trade
Enums§
- Data
Streaming Error - Encoding
Error - String
Column Ref - Reference to a string column, either Utf8 or Utf8View.
Constants§
Traits§
- Arrow
Schema Provider - Provides Apache Arrow schema definitions for data types.
- Decode
Data From Record Batch - Decodes raw Data objects from Apache Arrow RecordBatch format.
- Decode
From Record Batch - Decodes data types from Apache Arrow RecordBatch format.
- Decode
Typed From Record Batch - Decodes strongly typed values from Apache Arrow RecordBatch format.
- Encode
ToRecord Batch - Encodes data types to Apache Arrow RecordBatch format.
- Write
Stream - Writes RecordBatch data to output streams.
Functions§
- bars_
to_ arrow_ record_ batch_ bytes - Converts a vector of
Barinto an ArrowRecordBatch. - book_
deltas_ to_ arrow_ record_ batch_ bytes - Converts a vector of
OrderBookDeltainto an ArrowRecordBatch. - book_
depth10_ to_ arrow_ record_ batch_ bytes - Converts a vector of
OrderBookDepth10into an ArrowRecordBatch. - decode_
price - Decodes a [
Price] from raw bytes with bounds validation. - decode_
price_ with_ sentinel - Decodes a [
Price] from raw bytes, using precision 0 for sentinel values. - decode_
quantity - Decodes a [
Quantity] from raw bytes with bounds validation. - decode_
quantity_ with_ sentinel - Decodes a [
Quantity] from raw bytes, using precision 0 for sentinel values. - extract_
column - Extracts and downcasts the specified
column_keycolumn from an Arrow array slice. - extract_
column_ string - Extracts a string column, accepting both Utf8 (
StringArray) and Utf8View (StringViewArray). Parquet may return Utf8View when reading, so this handles both formats. - index_
prices_ to_ arrow_ record_ batch_ bytes - Converts a vector of
IndexPriceUpdateinto an ArrowRecordBatch. - instrument_
closes_ to_ arrow_ record_ batch_ bytes - Converts a vector of
InstrumentCloseinto an ArrowRecordBatch. - instrument_
status_ to_ arrow_ record_ batch_ bytes - Converts a vector of
InstrumentStatusinto an ArrowRecordBatch. - mark_
prices_ to_ arrow_ record_ batch_ bytes - Converts a vector of
MarkPriceUpdateinto an ArrowRecordBatch. - quotes_
to_ arrow_ record_ batch_ bytes - Converts a vector of
QuoteTickinto an ArrowRecordBatch. - trades_
to_ arrow_ record_ batch_ bytes - Converts a vector of
TradeTickinto an ArrowRecordBatch. - validate_
precision_ bytes - Validates that a [
FixedSizeBinaryArray] has the expected precision byte width.