Expand description
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.
Functionsยง
- 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.