Module parse 

Shared parsing helpers that transform BitMEX payloads into Nautilus types.

Functions

clean_reason

Strip NautilusTrader identifier from BitMEX rejection/cancellation reasons.

convert_contract_quantity

Converts an optional contract-count field (e.g. lotSize, maxOrderQty) into a Nautilus quantity using the previously derived contract size.

derive_contract_decimal_and_increment

Converts the BitMEX underlyingToPositionMultiplier into a normalized contract size and size increment for Nautilus instruments.

map_bitmex_currency

Maps BitMEX currency codes to standard Nautilus currency codes.

normalize_trade_bin_prices

Normalizes the OHLC values reported by BitMEX trade bins to ensure high >= max(open, close) and low <= min(open, close).

normalize_trade_bin_volume

Normalizes the volume reported by BitMEX trade bins, defaulting to zero when the exchange returns negative or missing values.

parse_account_state

Parses a BitMEX margin message into a Nautilus account state.

parse_aggressor_side

Maps an optional BitMEX side to the corresponding Nautilus aggressor side.

parse_contracts_quantity

Converts a BitMEX contracts value into a Nautilus quantity using instrument precision.

parse_fractional_quantity

Converts a fractional size into a quantity honoring the instrument precision.

parse_instrument_id

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

parse_liquidity_side

Maps BitMEX liquidity indicators onto Nautilus liquidity sides.

parse_optional_datetime_to_unix_nanos

Parses the given datetime (UTC) into a UnixNanos timestamp. If value is None, then defaults to the UNIX epoch (0 nanoseconds).

parse_position_side

Derives a Nautilus position side from the BitMEX currentQty value.

parse_signed_contracts_quantity

Converts a signed BitMEX contracts value into a Nautilus quantity using instrument precision.

quantity_to_u32

Safely converts a Quantity into the integer units expected by the BitMEX REST API.