Module parse 

Parsing utilities for dYdX WebSocket messages.

Converts WebSocket-specific message formats into Nautilus domain types by transforming them into HTTP-equivalent structures and delegating to the HTTP parser for consistency.

Functions

parse_candle_bar

Parses a single candle into a [Bar].

parse_orderbook_deltas

Parses orderbook deltas (marks as last message by default).

parse_orderbook_deltas_with_flag

Parses orderbook deltas with explicit last-message flag for batch processing.

parse_orderbook_snapshot

Parses an orderbook snapshot into [OrderBookDeltas].

parse_trade_ticks

Parses trade ticks from trade contents.

parse_ws_fill_report

Parses a WebSocket fill update into a FillReport.

parse_ws_order_report

Parses a WebSocket order update into an OrderStatusReport.

parse_ws_position_report

Parses a WebSocket position into a PositionStatusReport.