Module parse

nautilus_architect_ax::websocket::data

Module parse

Expand description

Parsing functions to convert Ax WebSocket messages to Nautilus domain types.

Functions§

parse_book_l1_quote: Parses an Ax L1 book message into a [QuoteTick].
parse_book_l2_deltas: Parses an Ax L2 book message into [OrderBookDeltas].
parse_book_l3_deltas: Parses an Ax L3 book message into [OrderBookDeltas].
parse_candle_bar: Parses an Ax candle message into a [Bar].
parse_trade_tick: Parses an Ax trade message into a [TradeTick].