Module parse

Module parse 

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Parsing utilities for Binance API responses.

Provides conversion functions to transform raw Binance exchange data into Nautilus domain objects such as instruments and market data.

Functionsยง

bar_spec_to_binance_interval
Converts a Nautilus bar specification to a Binance kline interval.
get_currency
Returns a currency from the internal map or creates a new crypto currency.
map_order_side_sbe
Maps Binance SBE order side to Nautilus order side.
map_order_status_sbe
Maps Binance SBE order status to Nautilus order status.
map_order_type_sbe
Maps Binance SBE order type to Nautilus order type.
map_time_in_force_sbe
Maps Binance SBE time in force to Nautilus time in force.
parse_coinm_instrument
Parses a COIN-M Futures symbol definition into a Nautilus CryptoPerpetual instrument.
parse_fill_report_sbe
Parses a Binance SBE account trade into a Nautilus FillReport.
parse_klines_to_bars
Parses Binance klines (candlesticks) into Nautilus Bar objects.
parse_new_order_response_sbe
Parses a Binance new order response (SBE) into a Nautilus OrderStatusReport.
parse_order_status_report_sbe
Parses a Binance SBE order response into a Nautilus OrderStatusReport.
parse_spot_instrument_sbe
Parses a Binance Spot SBE symbol into a Nautilus CurrencyPair instrument.
parse_spot_trades_sbe
Parses Binance SBE trades into Nautilus TradeTick objects.
parse_usdm_instrument
Parses a USD-M Futures symbol definition into a Nautilus CryptoPerpetual instrument.