Module parse 

Parsing utilities that convert OKX payloads into Nautilus domain models.

Functions

bar_spec_as_okx_channel

Converts a Nautilus bar specification into the matching OKX candle channel.

bar_spec_as_okx_mark_price_channel

Converts Nautilus bar specification to OKX mark price channel.

bar_spec_as_okx_timeframe

Converts Nautilus bar specification to OKX timeframe string.

deserialize_empty_string_as_none

Deserializes an empty string into None.

deserialize_empty_ustr_as_none

Deserializes an empty [Ustr] into None.

deserialize_optional_string_to_u64

Deserializes an optional numeric string into Option<u64>.

deserialize_string_to_u64

Deserializes a numeric string into a u64.

deserialize_target_currency_as_none

Deserializes a string into Option<OKXTargetCurrency>, treating empty strings as None.

deserialize_vip_level

Deserializes an OKX VIP level string into OKXVipLevel.

okx_bar_type_from_timeframe

Constructs a properly formatted BarType from OKX instrument ID and timeframe string. This ensures the BarType uses canonical Nautilus format instead of raw OKX strings.

okx_channel_to_bar_spec

Converts OKX WebSocket channel to bar specification if it’s a candle channel.

okx_instrument_type

Returns the OKXInstrumentType that corresponds to the supplied [InstrumentAny].

okx_instrument_type_from_symbol

Parses OKXInstrumentType from an instrument symbol.

okx_timeframe_as_bar_spec

Converts OKX timeframe string to Nautilus bar specification.

parse_account_state

Errors

parse_aggressor_side

Parses OKX side to Nautilus aggressor side.

parse_candlestick

Parses an OKX historical candlestick record into a Nautilus [Bar].

parse_client_order_id

Parses a Nautilus client order ID from the given OKX clOrdId value.

parse_execution_type

Parses OKX execution type to Nautilus liquidity side.

parse_fee

Converts a textual fee amount into a [Money] value.

parse_fee_currency

Parses OKX fee currency code, handling empty strings.

parse_fill_report

Parses an OKX transaction detail into a Nautilus FillReport.

parse_funding_rate_msg

Parses an OKXFundingRateMsg into a [FundingRateUpdate].

parse_futures_instrument

Parses an OKX futures instrument definition into a Nautilus crypto future.

parse_index_price_update

Parses an OKX index ticker record into a Nautilus [IndexPriceUpdate].

parse_instrument_any

Parses an OKX instrument definition into a Nautilus instrument.

parse_instrument_id

Parses a Nautilus instrument ID from the given OKX symbol value.

parse_mark_price_update

Parses an OKX mark price record into a Nautilus [MarkPriceUpdate].

parse_message_vec

Parses vector messages from OKX WebSocket data.

parse_millisecond_timestamp

Converts a millisecond-based timestamp (as returned by OKX) into [UnixNanos].

parse_option_instrument

Parses an OKX option instrument definition into a Nautilus option contract.

parse_order_status_report

Parses an OKX order history record into a Nautilus [OrderStatusReport].

parse_position_side

Parses quantity to Nautilus position side.

parse_position_status_report

Parses an OKX position into a Nautilus [PositionStatusReport].

parse_price

Converts a textual price to a [Price] using the given precision.

parse_quantity

Converts a textual quantity to a [Quantity].

parse_rfc3339_timestamp

Parses an RFC 3339 timestamp string into [UnixNanos].

parse_spot_instrument

Parses an OKX spot instrument definition into a Nautilus currency pair.

parse_swap_instrument

Parses an OKX swap instrument definition into a Nautilus crypto perpetual.

parse_trade_tick

Parses an OKX trade record into a Nautilus [TradeTick].