nautilus_tardis

Module parse

Source

Functionsยง

bar_spec_to_tardis_trade_bar_string
Converts a Nautilus BarSpecification to the Tardis trade bar string convention.
deserialize_uppercase
normalize_instrument_id
Parses a Nautilus instrument ID with a normalized symbol from the given Tardis exchange and symbol values.
normalize_symbol_str
parse_aggressor_side
Parses a Nautilus aggressor side from the given Tardis string value.
parse_bar_spec
Parses a Nautilus bar specification from the given Tardis string value.
parse_book_action
Parses a Nautilus book action inferred from the given Tardis values.
parse_instrument_id
Parses a Nautilus instrument ID from the given Tardis exchange and symbol values.
parse_option_kind
Parses a Nautilus option kind from the given Tardis enum value.
parse_order_side
Parses a Nautilus order side from the given Tardis string value.
parse_timestamp
Parses a UNIX nanoseconds timestamp from the given Tardis microseconds value_us.