Module arrow 

Defines the Apache Arrow schema for Nautilus types.

Re-exports

pub use self::legacy::is_legacy_enum_field;

pub use self::legacy::is_nautilus_legacy_schema;

pub use self::legacy::is_nautilus_timestamp_schema;

pub use self::legacy::is_timestamp_field;

pub use self::legacy::normalize_legacy_fixed_columns;

pub use self::legacy::normalized_legacy_data_type;

pub use self::legacy::normalized_timestamp_type;

Modules

account_state

bar

catalog_display

Converts raw catalog Arrow batches into display-friendly Arrow batches.

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

legacy

Legacy Arrow schema detection and conversion to current Rust schemas.

mark_price

option_greeks

order_event

position_event

quote

report

snapshot

trade

Enums

BinaryColumnRef

Reference to a binary column, either Binary or BinaryView.

DataStreamingError

EncodingError

StringColumnRef

Reference to a string column in a supported Arrow string representation.

U32ColumnRef

Reference to an unsigned 32-bit column stored as UInt32, Int32, or Int64.

U64ColumnRef

Reference to an unsigned 64-bit value stored as an integer or UTC nanosecond timestamp.

Constants

FIXED_DECIMAL_PRECISION

FIXED_DECIMAL_SCALE

KEY_BAR_TYPE

KEY_IDENTIFIER

KEY_INSTRUMENT_ID

KEY_PRICE_PRECISION

KEY_SIZE_PRECISION

KEY_TYPE_NAME

Traits

ArrowSchemaProvider

Provides Apache Arrow schema definitions for data types.

DecodeDataFromRecordBatch

Decodes raw Data objects from Apache Arrow RecordBatch format.

DecodeFromRecordBatch

Decodes data types from Apache Arrow RecordBatch format.

DecodeTypedFromRecordBatch

Decodes strongly typed values from Apache Arrow RecordBatch format.

EncodeToRecordBatch

Encodes data types to Apache Arrow RecordBatch format.

WriteStream

Writes RecordBatch data to output streams.

Functions

bars_to_arrow_record_batch_bytes

Converts a vector of Bar into an Arrow RecordBatch.

book_deltas_to_arrow_record_batch_bytes

Converts a vector of OrderBookDelta into an Arrow RecordBatch.

book_depths_to_arrow_record_batch_bytes

Converts a vector of OrderBookDepth into an Arrow RecordBatch.

catalog_identifier_from_metadata

Returns the catalog row identifier from Arrow schema metadata.

decimal_to_arrow

Encodes a Rust decimal at the catalog’s scale.

decode_decimal

Decodes a Rust decimal from the catalog’s scale.

decode_decimal_price

Decodes a price from a nullable scale-16 decimal column.

decode_decimal_quantity

Decodes a quantity from a nullable scale-16 decimal column.

decode_money

Decodes a monetary value from its Arrow struct representation.

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.

decode_required_decimal_price

Decodes a required price from a scale-16 decimal column.

decode_required_decimal_quantity

Decodes a required quantity from a scale-16 decimal column.

decode_required_timestamp

Returns a required timestamp value, naming the field and row on NULL.

decode_timestamp

Reads a non-negative Arrow nanosecond timestamp as the model’s unsigned representation.

enum_dictionary_array

Builds a compact dictionary array containing enum display names.

enum_dictionary_data_type

Returns the open Arrow data type used for enum-valued catalog columns.

extract_column

Extracts and downcasts the specified column_key column from an Arrow array slice.

extract_column_binary

Extracts a binary column, accepting both Binary (BinaryArray) and BinaryView (BinaryViewArray). DataFusion may return BinaryView when reading Parquet, so this handles both formats.

extract_column_by_name_or_index

Extracts a column by name when present, falling back to an index for older schemas.

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.

extract_decimal_column

Extracts a decimal column by its schema name.

extract_optional_string_column_by_name

Extracts an optional UTF-8 column by name.

fixed_decimal_data_type

Returns the open fixed-point Arrow data type used by catalog write schemas.

identifier_array_from_display

Builds a string array for catalog identifiers without collecting intermediate strings.

index_prices_to_arrow_record_batch_bytes

Converts a vector of IndexPriceUpdate into an Arrow RecordBatch.

instrument_closes_to_arrow_record_batch_bytes

Converts a vector of InstrumentClose into an Arrow RecordBatch.

instrument_status_to_arrow_record_batch_bytes

Converts a vector of InstrumentStatus into an Arrow RecordBatch.

is_json_string_field

Returns whether a field carries the canonical Arrow JSON extension.

json_string_field

Returns a UTF-8 field annotated with the canonical Arrow JSON extension.

mark_prices_to_arrow_record_batch_bytes

Converts a vector of MarkPriceUpdate into an Arrow RecordBatch.

money_array

Builds a nullable struct array containing monetary amounts and currencies.

money_data_type

Returns the open Arrow data type used for monetary values.

option_greeks_to_arrow_record_batch_bytes

Converts a vector of OptionGreeks into an Arrow RecordBatch.

optional_timestamp_array

Builds a nullable UTC nanosecond timestamp array from model timestamp values.

optional_ustr_value

Returns an optional [Ustr] value from an optional string column.

price_decimal_array

Builds a scale-16 decimal array from model price raw values.

price_raw_to_decimal

Encodes a model price raw value at the catalog’s uniform decimal scale.

quantity_decimal_array

Builds a scale-16 decimal array from model quantity raw values.

quantity_raw_to_decimal

Encodes a model quantity raw value at the catalog’s uniform decimal scale.

quotes_to_arrow_record_batch_bytes

Converts a vector of QuoteTick into an Arrow RecordBatch.

record_batch_with_identifier_column

Adds the catalog identifier column used by table-oriented catalog storage.

record_batch_with_identifier_values

Adds the catalog identifier column with one identifier value per row.

record_batch_with_timestamps

Builds a record batch, converting unsigned nanosecond inputs for timestamp schema fields.

record_batch_with_u64_timestamps

Converts logical timestamp columns to unsigned nanoseconds for existing model decoders.

record_batch_without_identifier_column

Drops the catalog identifier column when writing legacy per-identifier formats.

required_price_decimal_array

Builds a scale-16 decimal array from price raw values of a type with no NULL sentinel.

required_quantity_decimal_array

Builds a scale-16 decimal array from quantity raw values of a type with no NULL sentinel.

schema_with_identifier_column

Builds a schema with the catalog identifier column appended if absent.

schema_without_identifier_column

Builds a schema without the catalog identifier column.

timestamp_array

Builds a UTC nanosecond timestamp array from model timestamp values.

timestamp_data_type

Returns the open Arrow data type used for nanosecond instants.

trades_to_arrow_record_batch_bytes

Converts a vector of TradeTick into an Arrow RecordBatch.

validate_precision_bytes

Validates that a [FixedSizeBinaryArray] has the expected precision byte width.