Module parse 

Parsers that convert BitMEX WebSocket payloads into Nautilus data structures.

Functions

bar_spec_from_topic

Converts a WebSocket topic to a bar specification.

is_index_symbol

Check if a symbol is an index symbol (starts with ‘.’).

parse_book10_msg

Parses an OrderBook10 message into an OrderBookDepth10 object.

parse_book10_msg_vec

Converts BitMEX level-10 snapshots into Nautilus depth events.

parse_book_msg

Converts a BitMEX order book row into a Nautilus order-book delta.

parse_book_msg_vec

Converts a batch of BitMEX order-book rows into Nautilus delta events.

parse_execution_msg

Parse a BitMEX WebSocket execution message into a Nautilus FillReport.

parse_funding_msg

Parse a BitMEX WebSocket funding message.

parse_instrument_msg

Parse a BitMEX WebSocket instrument message for mark and index prices.

parse_margin_msg

Parse a BitMEX margin message into margin balance information.

parse_order_msg

Parse a BitMEX WebSocket order message into a Nautilus OrderStatusReport.

parse_order_update_msg

Parse a BitMEX WebSocket order update message into a Nautilus OrderUpdated event.

parse_position_msg

Parse a BitMEX WebSocket position message into a Nautilus PositionStatusReport.

parse_quote_msg

Converts a BitMEX quote message into a QuoteTick, filling missing data from cache.

parse_trade_bin_msg

Converts a BitMEX trade-bin summary into a Bar for the matching topic.

parse_trade_bin_msg_vec

Converts aggregated trade-bin messages into Nautilus data events.

parse_trade_msg

Converts a BitMEX trade message into a TradeTick.

parse_trade_msg_vec

Converts BitMEX trade messages into Nautilus trade data events.

parse_wallet_msg

Parse a BitMEX wallet message into an AccountState.

topic_from_bar_spec

Converts a bar specification to a WebSocket topic.