Module parse 

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

Enums

OrderEventType

Order event type to be emitted.

ParsedOrderEvent

Parsed order event result from a Deribit order message.

Functions

determine_order_event_type

Determines the appropriate order event based on the Deribit order state.

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_order_accepted

Parses a Deribit order message into an OrderAccepted event.

parse_order_canceled

Parses a Deribit order message into an OrderCanceled event.

parse_order_expired

Parses a Deribit order message into an OrderExpired event.

parse_order_updated

Parses a Deribit order message into an OrderUpdated event.

parse_perpetual_to_funding_rate

Parses a Deribit perpetual channel message into a Nautilus FundingRateUpdate.

parse_position_status_report

Parses a Deribit position into a Nautilus PositionStatusReport.

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.

parse_user_order_msg

Parses a Deribit user order message into a Nautilus OrderStatusReport.

parse_user_trade_msg

Parses a Deribit user trade message into a Nautilus FillReport.

resolution_to_bar_type

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