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Defines the Apache Arrow schema for Posei types.

Modules§

bar
close
delta
depth
index_price
mark_price
quote
trade

Enums§

DataStreamingError
EncodingError

Constants§

KEY_INSTRUMENT_ID

Traits§

ArrowSchemaProvider
DecodeDataFromRecordBatch
DecodeFromRecordBatch
EncodeToRecordBatch
WriteStream

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_depth10_to_arrow_record_batch_bytes
Converts a vector of OrderBookDepth10 into an Arrow RecordBatch.
extract_column
Extracts and downcasts the specified column_key column from an Arrow array slice.
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.
mark_prices_to_arrow_record_batch_bytes
Converts a vector of MarkPriceUpdate into an Arrow RecordBatch.
quotes_to_arrow_record_batch_bytes
Converts a vector of QuoteTick into an Arrow RecordBatch.
trades_to_arrow_record_batch_bytes
Converts a vector of TradeTick into an Arrow RecordBatch.