Crate nautilus_serialization

Source
Expand description

Data serialization and format conversion for PoseiTrader.

The serialization crate provides comprehensive data serialization capabilities for converting trading data between different formats including Apache Arrow, Parquet, and custom schemas. This enables efficient data storage, retrieval, and interoperability across different systems:

  • Apache Arrow integration: Schema definitions and encoding/decoding for market data types.
  • Parquet file operations: High-performance columnar storage for historical data analysis.
  • Record batch processing: Efficient batch operations for time-series data.
  • Schema management: Type-safe schema definitions with metadata preservation.
  • Cross-format conversion: Seamless data interchange between Arrow, Parquet, and native types.

§Feature flags

This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case, i.e. whether to provide Python bindings for the posei_trader Python package, or as part of a Rust only build.

  • python: Enables Python bindings from PyO3.
  • high-precision: Enables high-precision mode to use 128-bit value types.

Modules§

arrow
Defines the Apache Arrow schema for Posei types.
python
Python bindings from PyO3.