Functionsยง
- 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_ 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.