Port StreamingFeatherWriter to Rust

[twitu]

Pull Request

Introduces a writer for persisting data to the feather file format. It is most useful for persisting live run data to disk for replaying or debugging purposes. It uses arrow serialization and schema logic defined for the data to write data as record batches. It partitions the data based on the data type and further by instrument id (if configured). Related #2062.

The main entry point is for writing data is write.

    /// Writes a single data value.
    /// This is the user entry point. The data is encoded into a RecordBatch and written to the appropriate FileWriter.
    /// If the writer's buffer reaches capacity or meets rotation criteria (based on the rotation configuration),
    /// the FileWriter is flushed to the object store and replaced.
    pub async fn write<T>(&mut self, data: T) -> Result<(), Box<dyn std::error::Error>>
    where
        T: EncodeToRecordBatch + CatalogPathPrefix + 'static,

Type of change

• New feature (non-breaking change which adds functionality)

How has this change been tested?

WIP

[cjdsellers]

Thank you for your contribution! 🙏

The pre-commit checks failed, but this is easy to fix. You'll need to run:

make pre-commit
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See our CONTRIBUTING.md guide for more details.

[cjdsellers]

Thank you for your contribution! 🙏

The pre-commit checks failed, but this is easy to fix. You'll need to run:

make pre-commit
# or
pre-commit run --all-files

This will automatically fix most formatting issues. Just commit any changes and push again.

See our CONTRIBUTING.md guide for more details.

[cjdsellers]

Thank you for your contribution! 🙏

The pre-commit checks failed, but this is easy to fix. You'll need to run:

make pre-commit
# or
pre-commit run --all-files

This will automatically fix most formatting issues. Just commit any changes and push again.

See our CONTRIBUTING.md guide for more details.