Module parse 

Parsing functions for converting Deribit WebSocket messages to Nautilus domain types.

Functions

parse_book_delta

Parses a Deribit order book change (delta) into Nautilus OrderBookDeltas.

parse_book_msg

Parses a Deribit order book message (snapshot or delta) into Nautilus OrderBookDeltas.

parse_book_snapshot

Parses a Deribit order book snapshot into Nautilus OrderBookDeltas.

parse_chart_msg

Parses a Deribit chart message from a WebSocket subscription into a [Bar].

parse_perpetual_to_funding_rate

Parses a Deribit perpetual channel message into a Nautilus FundingRateUpdate.

parse_quote_msg

Parses a Deribit quote message into a Nautilus QuoteTick.

parse_ticker_to_funding_rate

Parses a Deribit ticker message into a Nautilus FundingRateUpdate.

parse_ticker_to_index_price

Parses a Deribit ticker message into a Nautilus IndexPriceUpdate.

parse_ticker_to_mark_price

Parses a Deribit ticker message into a Nautilus MarkPriceUpdate.

parse_ticker_to_quote

Parses a Deribit ticker message into a Nautilus QuoteTick.

parse_trade_msg

Parses a Deribit trade message into a Nautilus TradeTick.

parse_trades_data

Parses a vector of Deribit trade messages into Nautilus Data items.

resolution_to_bar_type

Converts a Deribit chart resolution and instrument to a Nautilus BarType.