Struct TradeSerializer

pub struct TradeSerializer;

Serialization utilities for trade data

Provides methods to serialize and deserialize trade records using FlatBuffers. Optimized for high-frequency trading scenarios with thread-local builders.

Implementations

impl TradeSerializer

pub fn serialize_trade(trade: &TradeRecord) -> Result<Vec<u8>>

Serialize a single trade record to FlatBuffers

Converts a TradeRecord to FlatBuffers binary format for efficient storage. Returns a vector of bytes containing the serialized trade data.

Arguments

• trade - The trade record to serialize

Returns

Returns Ok(Vec<u8>) containing the serialized data, or Err(SchemaError) on failure.

pub fn serialize_batch(batch: &TradesBatchRecord) -> Result<Vec<u8>>

Serialize a batch of trades to FlatBuffers

Converts a TradesBatchRecord containing multiple trades to FlatBuffers binary format. More efficient than serializing individual trades for bulk operations.

Arguments

• batch - The batch of trades to serialize

Returns

Returns Ok(Vec<u8>) containing the serialized batch data, or Err(SchemaError) on failure.

pub fn serialize_trade_into( trade: &TradeRecord, buffer: &mut Vec<u8>, ) -> Result<usize>

Serialize a trade directly into a provided buffer (zero-copy)

Serializes a trade record directly into a provided buffer, avoiding allocation. Uses thread-local builder for optimal performance in high-frequency scenarios.

Arguments

• trade - The trade record to serialize
• buffer - Mutable buffer to write serialized data into

Returns

Returns Ok(usize) with the number of bytes written, or Err(SchemaError) on failure.

pub fn deserialize_trade(data: &[u8]) -> Result<TradeRecord>

Deserialize trade data from FlatBuffers

Converts FlatBuffers binary data back to a TradeRecord structure. Uses optimized decimal parsing for better performance.

Arguments

• data - Byte slice containing serialized trade data

Returns

Returns Ok(TradeRecord) with the deserialized trade, or Err(SchemaError) on failure.