Module parse_exec 

Parse functions for converting Binance Futures venue types to Nautilus reports.

Pure functions that take venue message + precision + account_id + ts_init and return Nautilus report types.

Functions

decode_algo_client_id

Returns the decoded client order ID from an AlgoOrderUpdateData.

decode_order_client_id

Returns the decoded client order ID from an OrderUpdateData.

parse_futures_account_update

Converts a Binance Futures account update to a Nautilus account state.

parse_futures_algo_update_to_order_status

Converts a Binance Futures algo order update to a Nautilus order status report.

parse_futures_order_update_to_fill

Converts a Binance Futures order update (Trade type) to a Nautilus fill report.

parse_futures_order_update_to_order_status

Converts a Binance Futures order update to a Nautilus order status report.

resolve_commission

Resolves the commission for a Binance fill event.