nautilus-databento 0.56.0

// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

//! Apache Arrow schema and encoding/decoding for Databento types.

pub mod imbalance;
pub mod statistics;

use std::{collections::HashMap, str::FromStr};

use nautilus_model::identifiers::InstrumentId;
use nautilus_serialization::arrow::{
    EncodingError, KEY_INSTRUMENT_ID, KEY_PRICE_PRECISION, KEY_SIZE_PRECISION,
};

fn parse_metadata(
    metadata: &HashMap<String, String>,
) -> Result<(InstrumentId, u8, u8), EncodingError> {
    let instrument_id_str = metadata
        .get(KEY_INSTRUMENT_ID)
        .ok_or_else(|| EncodingError::MissingMetadata(KEY_INSTRUMENT_ID))?;
    let instrument_id = InstrumentId::from_str(instrument_id_str)
        .map_err(|e| EncodingError::ParseError(KEY_INSTRUMENT_ID, e.to_string()))?;

    let price_precision = metadata
        .get(KEY_PRICE_PRECISION)
        .ok_or_else(|| EncodingError::MissingMetadata(KEY_PRICE_PRECISION))?
        .parse::<u8>()
        .map_err(|e| EncodingError::ParseError(KEY_PRICE_PRECISION, e.to_string()))?;

    let size_precision = metadata
        .get(KEY_SIZE_PRECISION)
        .ok_or_else(|| EncodingError::MissingMetadata(KEY_SIZE_PRECISION))?
        .parse::<u8>()
        .map_err(|e| EncodingError::ParseError(KEY_SIZE_PRECISION, e.to_string()))?;

    Ok((instrument_id, price_precision, size_precision))
}