Module parse 

Functions translating raw OKX WebSocket frames into Nautilus data types.

Structs

OrderStateSnapshot

Snapshot of order state for detecting updates.

Enums

ParsedOrderEvent

Represents the result of parsing an OKX order message into a specific event.

Functions

parse_algo_order_msg

Parses an OKX algo order message into a Nautilus execution report.

parse_algo_order_status_report

Parses an OKX algo order message into a Nautilus order status report.

parse_book10_msg

Parses an OKX book message into a Nautilus OrderBookDepth10.

parse_book10_msg_vec

Parses vector of OKX book messages into Nautilus depth10 updates.

parse_book_msg

Parses an OKX book message into Nautilus order book deltas.

parse_book_msg_vec

Parses vector of OKX book messages into Nautilus order book deltas.

parse_candle_msg

Parses an OKX candle message into a Nautilus bar.

parse_candle_msg_vec

Parses vector of OKX candle messages into Nautilus bars.

parse_fill_report

Parses an OKX order message into a Nautilus fill report.

parse_funding_rate_msg_vec

Parses vector of OKX funding rate messages into Nautilus funding rate updates. Includes caching to filter out duplicate funding rates.

parse_index_price_msg

Parses an OKX index price message into a Nautilus index price update.

parse_index_price_msg_vec

Parses vector of OKX index price messages into Nautilus index price updates.

parse_mark_price_msg

Parses an OKX mark price message into a Nautilus mark price update.

parse_mark_price_msg_vec

Parses vector of OKX mark price messages into Nautilus mark price updates.

parse_order_event

Parses an OKX order message into a specific order event.

parse_order_msg

Parses a single OKX order message into an ExecutionReport.

parse_order_msg_vec

Parses vector of OKX order messages into Nautilus execution reports.

parse_order_status_report

Parses an OKX order message into a Nautilus order status report.

parse_quote_msg

Parses an OKX book message into a Nautilus quote tick.

parse_quote_msg_vec

Parses vector of OKX book messages into Nautilus quote ticks.

parse_ticker_msg

Parses an OKX ticker message into a Nautilus quote tick.

parse_ticker_msg_vec

Parses vector of OKX ticker messages into Nautilus quote ticks.

parse_trade_msg

Parses an OKX trade message into a Nautilus trade tick.

parse_trade_msg_vec

Parses vector of OKX trade messages into Nautilus trade ticks.

parse_ws_message_data

Parses OKX WebSocket message payloads into Nautilus data structures.