Module parse

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.
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.