Module parse

Module parse 

Source
Expand description

Parsing helpers for Hyperliquid WebSocket payloads.

Functionsยง

parse_ws_candle
Parses a WebSocket candle message into a [Bar].
parse_ws_fill_report
Parses a WebSocket fill message into a [FillReport].
parse_ws_order_book_deltas
Parses a WebSocket L2 order book message into [OrderBookDeltas].
parse_ws_order_status_report
Parses a WebSocket order update message into an [OrderStatusReport].
parse_ws_quote_tick
Parses a WebSocket BBO (best bid/offer) message into a [QuoteTick].
parse_ws_trade_tick
Parses a WebSocket trade frame into a [TradeTick].