Module parse 

Parsing utilities for converting dYdX v4 Indexer API responses into Nautilus domain models.

This module contains functions that transform raw JSON data structures from the dYdX Indexer API into strongly-typed Nautilus data types such as instruments, trades, bars, account states, etc.

Design Principles

• Validation First: All inputs are validated before parsing
• Contextual Errors: All errors include context about what was being parsed
• Zero-Copy When Possible: Uses references and borrows to minimize allocations
• Type Safety: Leverages Rust’s type system to prevent invalid states

Error Handling

All parsing functions return anyhow::Result<T> with descriptive error messages that include context about the field being parsed and the value that failed. This makes debugging API changes or data issues much easier.

Functions

calculate_time_in_force

Calculate time-in-force for conditional orders.

parse_account_state

Parse a dYdX subaccount info into a Nautilus AccountState.

parse_fill_report

Parse a dYdX Fill into a Nautilus FillReport.

parse_instrument_any

Parses a dYdX perpetual market into a Nautilus InstrumentAny.

parse_order_status_report

Parse a dYdX Order into a Nautilus OrderStatusReport.

parse_position_status_report

Parse a dYdX PerpetualPosition into a Nautilus PositionStatusReport.

parse_ticker_currencies

Parses base and quote currency codes from a ticker.

validate_conditional_order

Validate conditional order parameters.

validate_market_active

Validates that a market is active and tradable.

validate_ticker_format

Validates that a ticker has the correct format (BASE-QUOTE).