Module parse

Module parse 

Source
Expand description

Parsing utilities for Binance Futures WebSocket JSON messages.

Functionsยง

extract_event_type
Extracts the event type from a raw JSON message.
extract_symbol
Extracts the symbol from a raw JSON message.
parse_agg_trade
Parses an aggregate trade message into a TradeTick.
parse_book_ticker
Parses a book ticker message into a QuoteTick.
parse_depth_update
Parses a depth update message into OrderBookDeltas.
parse_trade
Parses a trade message into a TradeTick.