Module parse 

Conversion routines that map BitMEX REST models into Nautilus domain structures.

Functions

parse_fill_report

Parse a BitMEX execution into a Nautilus FillReport.

parse_futures_instrument

Parse a BitMEX futures instrument into a Nautilus InstrumentAny.

parse_index_instrument

Parse a BitMEX index instrument into a Nautilus InstrumentAny.

parse_instrument_any

Attempts to convert a BitMEX instrument record into a Nautilus instrument by type.

parse_order_status_report

Parse a BitMEX order into a Nautilus OrderStatusReport.

parse_perpetual_instrument

Parse a BitMEX perpetual instrument into a Nautilus InstrumentAny.

parse_position_report

Parse a BitMEX position into a Nautilus PositionStatusReport.

parse_spot_instrument

Parse a BitMEX spot instrument into a Nautilus InstrumentAny.

parse_trade

Parse a BitMEX trade into a Nautilus TradeTick.

parse_trade_bin

Converts a BitMEX trade-bin record into a Nautilus Bar.