Expand description
Display-mode Arrow encoders for Nautilus types.
These encoders emit schemas suited to display pipelines rather than exact decimal analysis.
Prices and quantities render as Float64 via .as_f64(), instrument_id becomes a
Utf8 column rather than batch metadata (so mixed-instrument batches work), and
timestamps render as Timestamp(Nanosecond, Some("UTC")) rather than UInt64.
The conversion is lossy: precision metadata is discarded when values cast to f64.
For catalog storage that must round-trip, use the Decimal128 encoders in the parent
crate::arrow module instead.
Modulesยง
- account_
state - Display-mode Arrow encoder for [
AccountState]. - bar
- Display-mode Arrow encoder for [
Bar]. - close
- Display-mode Arrow encoder for [
InstrumentClose]. - delta
- Display-mode Arrow encoder for [
OrderBookDelta]. - depth
- Nested display-mode Arrow encoding for [
OrderBookDepth]. - index_
price - Display-mode Arrow encoder for [
IndexPriceUpdate]. - instrument
- Display-mode Arrow encoder for [
InstrumentAny]. - mark_
price - Display-mode Arrow encoder for [
MarkPriceUpdate]. - order_
filled - Display-mode Arrow encoder for [
OrderFilled]. - position
- Display-mode Arrow encoder for [
Position]. - quote
- Display-mode Arrow encoder for [
QuoteTick]. - report
- Display-mode Arrow encoder for [
OrderStatusReport]. - trade
- Display-mode Arrow encoder for [
TradeTick].