Module parse 

Functions

parse_candle_msg

Parses a candlestick snapshot message into Bar.

parse_index_price_msg

Parses an index price message into IndexPriceUpdate.

parse_instrument_any

parse_mark_price_msg

Parses a mark price message into MarkPriceUpdate.

parse_orderbook_snapshot_msg

Parses a snapshot order book message into OrderBookDeltas.

parse_orderbook_update_msg

Parses an order book update message into OrderBookDeltas.

parse_perp_instrument

Parses a Coinbase perpetual instrument into an InstrumentAny::CryptoPerpetual. Parses a perpetual instrument message into an InstrumentAny::CryptoPerpetual.

parse_quote_msg

Parses a level 1 quote message into QuoteTick.

parse_spot_instrument

Parses a Coinbase spot instrument into an InstrumentAny::CurrencyPair. Parses a spot instrument message into an InstrumentAny::CurrencyPair.

parse_trade_msg

Parses a trade message into TradeTick.