Module parse

Module parse 

Source

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] into None.
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 supplied InstrumentAny.
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 a FundingRateUpdate.
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.