Expand description
Parsing helpers for Hyperliquid WebSocket payloads.
Functionsยง
- parse_
ws_ candle - Parses a WebSocket candle message into a
Bar
. - parse_
ws_ fill_ report - Parses a WebSocket fill message into a
FillReport
. - parse_
ws_ order_ book_ deltas - Parses a WebSocket L2 order book message into
OrderBookDeltas
. - parse_
ws_ order_ status_ report - Parses a WebSocket order update message into an
OrderStatusReport
. - parse_
ws_ quote_ tick - Parses a WebSocket BBO (best bid/offer) message into a
QuoteTick
. - parse_
ws_ trade_ tick - Parses a WebSocket trade frame into a
TradeTick
.