Module parse

nautilus_kraken::websocket

Module parse 

Source
Expand description

WebSocket message parsers for converting Kraken streaming data to Nautilus domain models.

Functionsยง

parse_book_deltas
Parses Kraken WebSocket book data into Nautilus order book deltas.
parse_quote_tick
Parses Kraken WebSocket ticker data into a Nautilus quote tick.
parse_trade_tick
Parses Kraken WebSocket trade data into a Nautilus trade tick.