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Module parse

nautilus_binance::spot::websocket::streams

Module parse 

Source
Expand description

Parsing utilities for Binance Spot WebSocket SBE messages.

Enums§

MarketDataMessage
Decoded market data message.

Functions§

decode_market_data
Decode an SBE binary frame into a market data message.
parse_bbo_event
Parses a best bid/ask event into a QuoteTick.
parse_depth_diff
Parses a depth diff event into OrderBookDeltas.
parse_depth_snapshot
Parses a depth snapshot event into OrderBookDeltas.
parse_trades_event
Parses a trades stream event into a vector of TradeTick.