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Module instrument

Module instrument 

Source
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Arrow serialization for instruments.

InstrumentAny acts as a dispatcher that routes to the appropriate concrete instrument type’s Arrow serialization implementation. Each concrete instrument type implements its own schema with all fields as columns (wide schema approach), matching the Python implementation.

Modules§

betting
Arrow serialization for BettingInstrument instruments.
binary_option
Arrow serialization for BinaryOption instruments.
cfd
Arrow serialization for Cfd instruments.
commodity
Arrow serialization for Commodity instruments.
crypto_future
Arrow serialization for CryptoFuture instruments.
crypto_option
Arrow serialization for CryptoOption instruments.
crypto_perpetual
Arrow serialization for CryptoPerpetual instruments.
currency_pair
Arrow serialization for CurrencyPair instruments.
equity
Arrow serialization for Equity instruments.
futures_contract
Arrow serialization for FuturesContract instruments.
futures_spread
Arrow serialization for FuturesSpread instruments.
index_instrument
Arrow serialization for IndexInstrument instruments.
option_contract
Arrow serialization for OptionContract instruments.
option_spread
Arrow serialization for OptionSpread instruments.
perpetual_contract
Arrow serialization for PerpetualContract instruments.
tokenized_asset
Arrow serialization for TokenizedAsset instruments.

Functions§

decode_instrument_any_batch
Decode InstrumentAny from RecordBatch (Cannot implement DecodeFromRecordBatch trait due to Into<Data> bound)