Module data 

Data types and shared representations for the trading domain model.

Data provides an owned, heterogeneous representation of built-in data, while DataRef provides borrowed access to the same variants. DataBatch preserves concrete element types for homogeneous storage and exposes individual items through the borrowed representation.

Re-exports

pub use bar::Bar;

pub use bar::BarSpecification;

pub use bar::BarType;

pub use black_scholes::Greeks;

pub use close::InstrumentClose;

pub use custom::PythonCustomDataWrapper;

pub use custom::CustomData;

pub use custom::CustomDataTrait;

pub use custom::ensure_custom_data_json_registered;

pub use custom::register_custom_data_json;

pub use custom::get_python_data_class;

pub use custom::reconstruct_python_custom_data;

pub use custom::register_python_data_class;

pub use data_type::DataType;

pub use delta::OrderBookDelta;

pub use deltas::OrderBookDeltas;

pub use depth::DEPTH_INLINE_LEN;

pub use depth::DEPTH10_LEN;

pub use depth::OrderBookDepth;

pub use funding::FundingRateUpdate;

pub use greeks::BlackScholesGreeksResult;

pub use greeks::GreeksData;

pub use greeks::HasGreeks;

pub use greeks::OptionGreekValues;

pub use greeks::PortfolioGreeks;

pub use greeks::YieldCurveData;

pub use greeks::black_scholes_greeks;

pub use greeks::imply_vol_and_greeks;

pub use greeks::refine_vol_and_greeks;

pub use option_chain::OptionChainSlice;

pub use option_chain::OptionGreeks;

pub use option_chain::OptionStrikeData;

pub use option_chain::StrikeRange;

pub use order::BookOrder;

pub use order::NULL_ORDER;

pub use prices::IndexPriceUpdate;

pub use prices::MarkPriceUpdate;

pub use quote::QuoteTick;

pub use registry::ArrowDecoder;

pub use registry::ArrowEncoder;

pub use registry::decode_custom_from_arrow;

pub use registry::encode_custom_to_arrow;

pub use registry::ensure_arrow_registered;

pub use registry::get_arrow_schema;

pub use registry::register_arrow;

pub use registry::validate_custom_arrow_schema;

pub use registry::PyExtractor;

pub use registry::ensure_py_extractor_registered;

pub use registry::ensure_rust_extractor_factory_registered;

pub use registry::ensure_rust_extractor_registered;

pub use registry::get_rust_extractor;

pub use registry::register_py_extractor;

pub use registry::register_rust_extractor;

pub use registry::register_rust_extractor_factory;

pub use registry::try_extract_from_py;

pub use registry::deserialize_custom_from_json;

pub use registry::ensure_json_deserializer_registered;

pub use registry::register_json_deserializer;

pub use status::InstrumentStatus;

pub use trade::TradeTick;

Modules

bar

Bar aggregate structures, data types, and functionality.

batch

Shared data batch types.

bet

Domain model representing a Bet used by betting-market integrations (e.g. prediction markets).

black_scholes

close

An InstrumentClose data type representing an instrument close at a venue.

custom

data_type

delta

An OrderBookDelta data type intended to carry book state information.

deltas

An OrderBookDeltas container type to carry a bulk of OrderBookDelta records.

depth

An OrderBookDepth aggregated order book snapshot with runtime depth.

funding

Domain types representing funding rate data for perpetual swap instruments.

greeks

Option Greeks data structures (delta, gamma, theta, vega, rho) used throughout the platform.

option_chain

Option chain data types for aggregated option series snapshots.

order

A BookOrder for use with the OrderBook and OrderBookDelta data type.

prices

Domain types representing price data (index-price, mark-price, etc.).

quote

A QuoteTick data type representing a top-of-book state.

registry

Registries for custom data: JSON (de)serialization and Arrow encode/decode.

status

An InstrumentStatus data type representing a change in an instrument market status.

stubs

Type stubs to facilitate testing.

trade

A TradeTick data type representing a single trade in a market.

Structs

BatchView

Range view over a shared typed data batch.

NautilusRecordTypeIter

An iterator over the variants of NautilusRecordType

Enums

Data

A built-in Nautilus data type.

DataBatch

Shared typed batch used by replay and catalog fan-out paths.

DataRef

Borrowed data item used by typed replay paths.

NautilusDataType

Data family selector used by request and catalog APIs.

NautilusRecordType

Catalog record selector used to query Arrow-backed persisted records.

Constants

ARROW_ENUM_DICTIONARY

Arrow schema-map name for compact string enum columns.

ARROW_TIMESTAMP_NANOSECOND

Arrow schema-map name for UTC nanosecond instants.

Traits

FromDataBatch

Typed values that unwrap from their DataBatch variant.

HasTsInit

Marker trait for types that carry a creation timestamp.

IntoDataBatch

Typed values that wrap into their DataBatch variant.

Functions

is_monotonically_increasing_by_init

Checks if the data slice is monotonically increasing by initialization timestamp.

to_variant

Converts a vector of Data items to a specific variant type.