Functions§
- bar_
spec_ as_ okx_ channel - bar_
spec_ as_ okx_ mark_ price_ channel - Converts Nautilus bar specification to OKX mark price channel.
- bar_
spec_ as_ okx_ timeframe - Converts Nautilus bar specification to OKX timeframe string.
- deserialize_
empty_ string_ as_ none - Deserializes an empty string into
None
. - deserialize_
empty_ ustr_ as_ none - Deserializes an empty [
Ustr
] intoNone
. - deserialize_
optional_ string_ to_ u64 - Deserializes an optional numeric string into
Option<u64>
. - deserialize_
string_ to_ u64 - Deserializes a numeric string into a
u64
. - okx_
bar_ type_ from_ timeframe - Constructs a properly formatted BarType from OKX instrument ID and timeframe string. This ensures the BarType uses canonical Nautilus format instead of raw OKX strings.
- okx_
channel_ to_ bar_ spec - Converts OKX WebSocket channel to bar specification if it’s a candle channel.
- okx_
instrument_ type - Returns the
OKXInstrumentType
that corresponds to the suppliedInstrumentAny
. - okx_
timeframe_ as_ bar_ spec - Converts OKX timeframe string to Nautilus bar specification.
- parse_
account_ state - Parses an OKX account into a Nautilus account state.
- parse_
aggressor_ side - Parses OKX side to Nautilus aggressor side.
- parse_
candlestick - Parses an OKX historical candlestick record into a Nautilus
Bar
. - parse_
client_ order_ id - Parses a Nautilus client order ID from the given OKX
clOrdId
value. - parse_
execution_ type - Parses OKX execution type to Nautilus liquidity side.
- parse_
fee - Converts a textual fee amount into a
Money
value. - parse_
fill_ report - Parses an OKX transaction detail into a Nautilus
FillReport
. - parse_
funding_ rate_ msg - Parses an
OKXFundingRateMsg
into aFundingRateUpdate
. - parse_
futures_ instrument - Parses an OKX futures instrument definition into a Nautilus crypto future.
- parse_
index_ price_ update - Parses an OKX index ticker record into a Nautilus
IndexPriceUpdate
. - parse_
instrument_ any - Parses an OKX instrument definition into a Nautilus instrument.
- parse_
instrument_ id - Parses a Nautilus instrument ID from the given OKX
symbol
value. - parse_
mark_ price_ update - Parses an OKX mark price record into a Nautilus
MarkPriceUpdate
. - parse_
message_ vec - Parses vector messages from OKX WebSocket data.
- parse_
millisecond_ timestamp - Converts a millisecond-based timestamp (as returned by OKX) into
UnixNanos
. - parse_
option_ instrument - Parses an OKX option instrument definition into a Nautilus option contract.
- parse_
order_ status_ report - Parses an OKX order history record into a Nautilus
OrderStatusReport
. - parse_
position_ side - Parses quantity to Nautilus position side.
- parse_
position_ status_ report - Parses an OKX position into a Nautilus
PositionStatusReport
. - parse_
price - Converts a textual price to a
Price
using the given precision. - parse_
quantity - Converts a textual quantity to a
Quantity
. - parse_
rfc3339_ timestamp - Parses an RFC 3339 timestamp string into
UnixNanos
. - parse_
spot_ instrument - Parses an OKX spot instrument definition into a Nautilus currency pair.
- parse_
swap_ instrument - Parses an OKX swap instrument definition into a Nautilus crypto perpetual.
- parse_
trade_ tick - Parses an OKX trade record into a Nautilus
TradeTick
.