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.
- parse_
ws_ bar - Parses Kraken WebSocket OHLC data into a Nautilus bar.
- parse_
ws_ fill_ report - Parses a Kraken WebSocket trade execution into a
FillReport. - parse_
ws_ order_ status_ report - Parses a Kraken WebSocket execution message into an
OrderStatusReport.